+328.9%
ORCL vs WYNN
+1.1%
+327.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -5.4% | -4.2% | -1.2% | -4.6% |
| 30D | -2.0% | -14.6% | +12.7% | +0.7% |
| 3M | -18.1% | -18.4% | +0.3% | -15.2% |
| 6M | -7.2% | -11.9% | +4.7% | -5.4% |
| YTD | -22.2% | -26.6% | +4.4% | -18.3% |
| 1Y | -50.6% | -28.5% | -22.1% | -48.2% |
| 3Y | +22.9% | -5.1% | +28.0% | +20.7% |
| 5Y | +79.3% | -10.5% | +89.8% | +71.8% |
| All | +328.9% | +1.1% | +327.8% | +285.7% |
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