+316.7%
PANW vs WYNN
-11.0%
+327.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -0.8% | -4.2% | +3.4% | +0.1% |
| 30D | -14.6% | -14.6% | +0.1% | -11.8% |
| 3M | +18.3% | -18.4% | +36.7% | +23.1% |
| 6M | +100.5% | -11.9% | +112.4% | +104.3% |
| YTD | +79.5% | -26.6% | +106.1% | +90.2% |
| 1Y | +66.7% | -28.5% | +95.2% | +76.8% |
| 3Y | +161.2% | -5.1% | +166.4% | +150.4% |
| All | +316.7% | -11.0% | +327.7% | +276.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling