-3.6%
ONDS vs WYNN
-11.0%
+7.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -5.1% | -4.2% | -0.9% | -3.1% |
| 30D | -26.0% | -14.6% | -11.4% | -20.0% |
| 3M | -26.4% | -18.4% | -8.0% | -18.9% |
| 6M | -26.4% | -11.9% | -14.5% | -22.0% |
| YTD | -25.9% | -26.6% | +0.7% | -14.4% |
| 1Y | +12.6% | -28.5% | +41.1% | +30.8% |
| 3Y | +706.9% | -5.1% | +712.0% | +690.8% |
| All | -3.6% | -11.0% | +7.4% | -9.3% |
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 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