+47.6%
PANW vs WYNN
-34.2%
+81.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.7% | -5.9% | -9.8% |
| 7D | -17.3% | +6.9% | -24.2% | -16.7% |
| 30D | -25.1% | +3.5% | -28.6% | -24.5% |
| 3M | -13.2% | -21.4% | +8.2% | -13.7% |
| 6M | +71.0% | -25.0% | +96.0% | +71.1% |
| YTD | +70.8% | -33.6% | +104.4% | +68.9% |
| 1Y | +47.6% | -36.0% | +83.7% | +45.9% |
| All | +47.6% | -34.2% | +81.8% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling