+30.2%
OMC vs WYNN
-11.0%
+41.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.4% |
| 7D | -4.4% | -4.2% | -0.2% | -3.4% |
| 30D | -7.6% | -14.6% | +7.0% | -4.0% |
| 3M | +4.5% | -18.4% | +22.9% | +9.6% |
| 6M | -0.3% | -11.9% | +11.7% | +2.4% |
| YTD | -0.1% | -26.6% | +26.5% | +7.2% |
| 1Y | +4.6% | -28.5% | +33.2% | +12.2% |
| 3Y | +10.5% | -5.1% | +15.6% | +6.8% |
| All | +30.2% | -11.0% | +41.2% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling