+750.3%
NVT vs WYNN
-50.3%
+800.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.5% | +4.9% |
| 7D | +4.1% | -4.2% | +8.3% | +5.7% |
| 30D | -5.1% | -14.6% | +9.5% | +0.5% |
| 3M | -1.2% | -18.4% | +17.2% | +6.1% |
| 6M | +46.6% | -11.9% | +58.5% | +52.7% |
| YTD | +60.0% | -26.6% | +86.6% | +77.3% |
| 1Y | +70.8% | -28.5% | +99.3% | +89.6% |
| 3Y | +187.5% | -5.1% | +192.7% | +178.5% |
| 5Y | +426.1% | -10.5% | +436.6% | +387.1% |
| All | +750.3% | -50.3% | +800.6% | +584.8% |
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