+608.2%
OKTA vs WYNN
-17.1%
+625.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | -2.4% | -4.2% | +1.8% | -1.3% |
| 30D | +13.0% | -14.6% | +27.7% | +17.4% |
| 3M | +41.7% | -18.4% | +60.1% | +48.7% |
| 6M | +105.9% | -11.9% | +117.9% | +111.3% |
| YTD | +92.6% | -26.6% | +119.1% | +107.2% |
| 1Y | +81.1% | -28.5% | +109.6% | +95.4% |
| 3Y | +84.8% | -5.1% | +90.0% | +80.3% |
| 5Y | -34.4% | -10.5% | -23.9% | -37.8% |
| All | +608.2% | -17.1% | +625.3% | +470.4% |
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 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