+47.9%
PLUG vs WYNN
+1.1%
+46.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -3.2% | -4.2% | +1.0% | -1.3% |
| 30D | -8.3% | -14.6% | +6.3% | -1.6% |
| 3M | -25.8% | -18.4% | -7.4% | -18.9% |
| 6M | -5.8% | -11.9% | +6.1% | -1.3% |
| YTD | +6.6% | -26.6% | +33.2% | +21.3% |
| 1Y | +39.1% | -28.5% | +67.6% | +58.0% |
| 3Y | -73.7% | -5.1% | -68.6% | -73.9% |
| 5Y | -91.3% | -10.5% | -80.8% | -91.5% |
| All | +47.9% | +1.1% | +46.8% | +38.5% |
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