+361.0%
ORLY vs WYNN
+1.1%
+359.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.4% | -4.2% | +1.8% | -1.9% |
| 30D | -6.8% | -14.6% | +7.9% | -5.1% |
| 3M | -4.8% | -18.4% | +13.7% | -2.6% |
| 6M | -9.1% | -11.9% | +2.8% | -7.9% |
| YTD | -5.9% | -26.6% | +20.7% | -2.9% |
| 1Y | -20.4% | -28.5% | +8.1% | -17.9% |
| 3Y | +36.6% | -5.1% | +41.7% | +34.1% |
| 5Y | +117.3% | -10.5% | +127.8% | +109.2% |
| All | +361.0% | +1.1% | +359.9% | +281.6% |
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