+2,478.2%
NTAP vs WYNN
+1,177.3%
+1,301.0%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -1.0% | -3.4% | +2.5% | 0.0% |
| 30D | -7.5% | -15.4% | +7.9% | -3.4% |
| 3M | +14.6% | -15.8% | +30.4% | +19.6% |
| 6M | +91.0% | -13.5% | +104.5% | +97.2% |
| YTD | +73.7% | -26.0% | +99.7% | +86.9% |
| 1Y | +51.2% | -27.4% | +78.6% | +62.6% |
| 3Y | +146.1% | -3.7% | +149.9% | +139.8% |
| 5Y | +122.8% | -9.8% | +132.6% | +110.1% |
| 10Y | +585.5% | +1.1% | +584.4% | +453.7% |
| All | +2,478.2% | +1,177.3% | +1,301.0% | +984.8% |
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