-21.7%
ONON vs WYNN
+6.1%
-27.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.5% |
| 7D | -2.1% | -4.2% | +2.1% | 0.0% |
| 30D | -11.6% | -14.6% | +3.0% | -4.4% |
| 3M | -30.1% | -18.4% | -11.7% | -23.0% |
| 6M | -30.5% | -11.9% | -18.6% | -26.4% |
| YTD | -41.0% | -26.6% | -14.4% | -31.8% |
| 1Y | -36.7% | -28.5% | -8.2% | -27.0% |
| 3Y | -8.6% | -5.1% | -3.5% | -14.1% |
| All | -21.7% | +6.1% | -27.7% | -31.5% |
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