+17.4%
NYT vs WYNN
-30.6%
+48.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +8.1% | +12.4% | -4.2% | +6.9% |
| 30D | +9.4% | +16.2% | -6.7% | +7.8% |
| 3M | +12.4% | -14.6% | +27.0% | +11.9% |
| 6M | -8.0% | -14.3% | +6.3% | -8.1% |
| YTD | +5.8% | -26.9% | +32.7% | +6.7% |
| 1Y | +17.4% | -31.6% | +49.0% | +19.4% |
| All | +17.4% | -30.6% | +48.0% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling