+32.4%
NOK vs WYNN
+1,166.9%
-1,134.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.0% |
| 7D | +11.0% | -4.2% | +15.2% | +12.0% |
| 30D | +7.8% | -14.6% | +22.5% | +11.7% |
| 3M | -21.0% | -18.4% | -2.6% | -17.5% |
| 6M | +40.9% | -11.9% | +52.8% | +44.1% |
| YTD | +72.0% | -26.6% | +98.6% | +83.0% |
| 1Y | +140.9% | -28.5% | +169.4% | +156.9% |
| 3Y | +194.3% | -5.1% | +199.4% | +187.8% |
| 5Y | +112.5% | -10.5% | +123.0% | +102.5% |
| 10Y | +137.7% | +0.3% | +137.4% | +93.0% |
| All | +32.4% | +1,166.9% | -1,134.5% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling