+23.9%
OMC vs WYNN
-32.5%
+56.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.1% | -0.8% | +3.6% |
| 7D | +12.5% | +15.4% | -2.9% | +8.5% |
| 30D | +16.3% | +6.8% | +9.5% | +14.1% |
| 3M | +8.1% | -15.4% | +23.5% | +11.5% |
| 6M | +17.2% | -20.0% | +37.1% | +22.1% |
| YTD | +11.8% | -31.0% | +42.8% | +21.2% |
| 1Y | +23.9% | -31.5% | +55.4% | +34.3% |
| All | +23.9% | -32.5% | +56.4% | +34.3% |
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