+661.2%
ONTO vs WYNN
-23.4%
+684.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.5% |
| 7D | +6.5% | -3.4% | +9.9% | +8.3% |
| 30D | -15.9% | -15.4% | -0.5% | -9.3% |
| 3M | -0.2% | -15.8% | +15.6% | +7.6% |
| 6M | +38.7% | -13.5% | +52.2% | +47.5% |
| YTD | +70.4% | -26.0% | +96.3% | +93.5% |
| 1Y | +153.6% | -27.4% | +181.0% | +188.3% |
| 3Y | +109.2% | -3.7% | +112.9% | +102.7% |
| 5Y | +249.7% | -9.8% | +259.5% | +229.2% |
| All | +661.2% | -23.4% | +684.6% | +574.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling