+1,069.9%
PLD vs WYNN
+1,232.2%
-162.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -0.9% | +1.8% | -2.6% | -1.5% |
| 30D | -1.2% | -9.8% | +8.6% | +2.3% |
| 3M | -2.3% | -11.8% | +9.5% | +1.8% |
| 6M | +4.5% | -8.8% | +13.3% | +7.2% |
| YTD | +10.1% | -22.8% | +32.9% | +19.1% |
| 1Y | +25.9% | -24.1% | +50.0% | +35.9% |
| 3Y | +24.4% | +0.4% | +24.0% | +18.1% |
| 5Y | +15.5% | -8.7% | +24.1% | +4.2% |
| 10Y | +240.3% | +8.3% | +232.0% | +111.9% |
| All | +1,069.9% | +1,232.2% | -162.2% | +213.9% |
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 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