+2,516.0%
NSC vs WYNN
+1,232.2%
+1,283.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -1.5% | +1.8% | -3.3% | -1.9% |
| 30D | -1.9% | -9.8% | +7.9% | +0.5% |
| 3M | +6.2% | -11.8% | +18.0% | +9.3% |
| 6M | +9.2% | -8.8% | +18.0% | +11.0% |
| YTD | +15.0% | -22.8% | +37.8% | +21.5% |
| 1Y | +21.1% | -24.1% | +45.2% | +27.6% |
| 3Y | +78.6% | +0.4% | +78.2% | +71.7% |
| 5Y | +45.9% | -8.7% | +54.5% | +36.3% |
| 10Y | +326.9% | +8.3% | +318.5% | +235.6% |
| All | +2,516.0% | +1,232.2% | +1,283.8% | +1,116.4% |
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 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