+14,546.7%
NVDA vs WYNN
+1.1%
+14,545.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -5.1% | -4.2% | -0.9% | -3.7% |
| 30D | -2.5% | -14.6% | +12.1% | +3.0% |
| 3M | +6.7% | -18.4% | +25.1% | +14.2% |
| 6M | +17.6% | -11.9% | +29.5% | +22.1% |
| YTD | +17.3% | -26.6% | +43.9% | +29.2% |
| 1Y | +23.5% | -28.5% | +52.0% | +36.1% |
| 3Y | +384.6% | -5.1% | +389.7% | +367.0% |
| 5Y | +875.4% | -10.5% | +885.9% | +816.7% |
| All | +14,546.7% | +1.1% | +14,545.6% | +11,675.1% |
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