+37.9%
NTR vs WYNN
-5.1%
+42.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.3% | -4.2% | +2.9% | -0.7% |
| 30D | +16.8% | -14.6% | +31.4% | +19.2% |
| 3M | +20.7% | -18.4% | +39.2% | +23.9% |
| 6M | +0.5% | -11.9% | +12.5% | +1.8% |
| YTD | +29.2% | -26.6% | +55.8% | +34.7% |
| 1Y | +39.6% | -28.5% | +68.1% | +45.6% |
| 3Y | +37.9% | -5.1% | +43.0% | +32.2% |
| All | +37.9% | -5.1% | +42.9% | +32.2% |
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