+1,065.2%
NRG vs WYNN
+1.1%
+1,064.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -4.7% | -4.2% | -0.5% | -3.7% |
| 30D | -6.0% | -14.6% | +8.7% | -2.4% |
| 3M | -8.0% | -18.4% | +10.5% | -3.5% |
| 6M | -23.2% | -11.9% | -11.2% | -21.0% |
| YTD | -28.1% | -26.6% | -1.5% | -22.8% |
| 1Y | -27.3% | -28.5% | +1.3% | -21.9% |
| 3Y | +208.7% | -5.1% | +213.8% | +204.4% |
| 5Y | +197.7% | -10.5% | +208.1% | +185.5% |
| All | +1,065.2% | +1.1% | +1,064.0% | +865.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling