+25.7%
ODFL vs WYNN
-26.4%
+52.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.3% | -3.9% | -2.4% | -5.1% |
| 30D | -13.6% | -9.3% | -4.3% | -11.0% |
| 3M | -24.2% | -11.4% | -12.8% | -21.2% |
| 6M | -13.8% | -11.0% | -2.8% | -10.6% |
| YTD | +19.0% | -23.4% | +42.4% | +25.5% |
| 1Y | +25.7% | -24.8% | +50.5% | +32.0% |
| All | +25.7% | -26.4% | +52.1% | +32.0% |
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