+1,895.0%
ORCL vs WYNN
+1,232.2%
+662.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.2% |
| 7D | +15.0% | +1.8% | +13.2% | +14.6% |
| 30D | +10.5% | -9.8% | +20.4% | +12.7% |
| 3M | -23.0% | -11.8% | -11.2% | -21.2% |
| 6M | +7.0% | -8.8% | +15.8% | +8.6% |
| YTD | -15.8% | -22.8% | +7.0% | -11.9% |
| 1Y | -31.1% | -24.1% | -7.0% | -28.1% |
| 3Y | +33.3% | +0.4% | +32.9% | +29.4% |
| 5Y | +94.3% | -8.7% | +103.0% | +85.1% |
| 10Y | +363.4% | +8.3% | +355.0% | +277.4% |
| All | +1,895.0% | +1,232.2% | +662.8% | +891.8% |
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