+625.8%
NTAP vs WYNN
+1.1%
+624.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.4% | +8.7% |
| 7D | +7.4% | -4.2% | +11.6% | +8.6% |
| 30D | -1.4% | -14.6% | +13.3% | +2.6% |
| 3M | +24.6% | -18.4% | +43.0% | +30.9% |
| 6M | +105.9% | -11.9% | +117.8% | +111.4% |
| YTD | +88.5% | -26.6% | +115.1% | +103.0% |
| 1Y | +62.1% | -28.5% | +90.6% | +74.8% |
| 3Y | +169.1% | -5.1% | +174.2% | +162.8% |
| 5Y | +141.9% | -10.5% | +152.4% | +128.3% |
| All | +625.8% | +1.1% | +624.6% | +535.0% |
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