+22.9%
ORCL vs WYNN
-5.1%
+27.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -5.4% | -4.2% | -1.2% | -4.4% |
| 30D | -2.0% | -14.6% | +12.7% | +1.5% |
| 3M | -18.1% | -18.4% | +0.3% | -14.4% |
| 6M | -7.2% | -11.9% | +4.7% | -5.0% |
| YTD | -22.2% | -26.6% | +4.4% | -17.2% |
| 1Y | -50.6% | -28.5% | -22.1% | -47.5% |
| 3Y | +22.9% | -5.1% | +28.0% | +14.3% |
| All | +22.9% | -5.1% | +27.9% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling