+80.5%
NYT vs WYNN
+1,166.9%
-1,086.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -0.6% | -4.2% | +3.6% | +0.5% |
| 30D | +4.6% | -14.6% | +19.2% | +8.8% |
| 3M | -9.6% | -18.4% | +8.8% | -5.1% |
| 6M | -14.0% | -11.9% | -2.1% | -11.7% |
| YTD | -2.8% | -26.6% | +23.7% | +4.0% |
| 1Y | +15.6% | -28.5% | +44.1% | +23.7% |
| 3Y | +56.3% | -5.1% | +61.4% | +50.5% |
| 5Y | +39.5% | -10.5% | +50.0% | +29.7% |
| 10Y | +488.0% | +0.3% | +487.8% | +341.3% |
| All | +80.5% | +1,166.9% | -1,086.4% | -23.1% |
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 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