+243.5%
PLD vs WYNN
+1.1%
+242.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.2% | -4.2% | +3.0% | -0.4% |
| 30D | -3.5% | -14.6% | +11.1% | -0.8% |
| 3M | -7.1% | -18.4% | +11.3% | -3.8% |
| 6M | +2.6% | -11.9% | +14.5% | +4.6% |
| YTD | +8.0% | -26.6% | +34.6% | +13.6% |
| 1Y | +22.1% | -28.5% | +50.6% | +28.5% |
| 3Y | +22.3% | -5.1% | +27.4% | +20.7% |
| 5Y | +17.3% | -10.5% | +27.8% | +13.1% |
| All | +243.5% | +1.1% | +242.4% | +208.0% |
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