+75.8%
NSC vs WYNN
-4.3%
+80.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.4% |
| 7D | -1.4% | -3.4% | +2.0% | -0.7% |
| 30D | -3.4% | -15.4% | +12.0% | 0.0% |
| 3M | +5.1% | -15.8% | +20.9% | +8.6% |
| 6M | +9.2% | -13.5% | +22.7% | +12.0% |
| YTD | +13.4% | -26.0% | +39.4% | +20.1% |
| 1Y | +20.8% | -27.4% | +48.2% | +27.6% |
| All | +75.8% | -4.3% | +80.1% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling