-42.1%
PLUG vs WYNN
-32.5%
-9.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.5% | +1.2% |
| 7D | +2.8% | +15.4% | -12.6% | -3.0% |
| 30D | -22.8% | +6.8% | -29.5% | -24.7% |
| 3M | -32.4% | -15.4% | -17.0% | -27.7% |
| 6M | -53.4% | -20.0% | -33.4% | -49.1% |
| YTD | -25.9% | -31.0% | +5.2% | -10.4% |
| 1Y | -42.1% | -31.5% | -10.6% | -31.4% |
| All | -42.1% | -32.5% | -9.6% | -31.4% |
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