+379.7%
OMC vs WYNN
+1,166.9%
-787.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | +4.5% | -18.4% | +22.9% | +9.2% |
| 6M | -0.3% | -11.9% | +11.7% | +2.2% |
| YTD | -0.1% | -26.6% | +26.5% | +6.5% |
| 1Y | +4.6% | -28.5% | +33.2% | +11.6% |
| 3Y | +10.5% | -5.1% | +15.6% | +8.3% |
| 5Y | +31.7% | -10.5% | +42.2% | +25.7% |
| 10Y | +33.5% | +0.3% | +33.2% | +11.9% |
| All | +379.7% | +1,166.9% | -787.2% | +100.0% |
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 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