+115.1%
NOK vs WYNN
-11.0%
+126.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.0% |
| 7D | +11.0% | -4.2% | +15.2% | +12.1% |
| 30D | +7.8% | -14.6% | +22.5% | +12.0% |
| 3M | -21.0% | -18.4% | -2.6% | -17.3% |
| 6M | +40.9% | -11.9% | +52.8% | +44.3% |
| YTD | +72.0% | -26.6% | +98.6% | +84.0% |
| 1Y | +140.9% | -28.5% | +169.4% | +158.1% |
| 3Y | +194.3% | -5.1% | +199.4% | +184.1% |
| All | +115.1% | -11.0% | +126.1% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling