-91.3%
PLUG vs WYNN
-12.8%
-78.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.6% |
| 7D | 0.0% | -3.4% | +3.4% | +2.1% |
| 30D | -5.0% | -15.4% | +10.5% | +4.5% |
| 3M | -26.2% | -15.8% | -10.4% | -18.9% |
| 6M | -0.5% | -13.5% | +13.0% | +6.5% |
| YTD | +7.1% | -26.0% | +33.1% | +25.6% |
| 1Y | +46.5% | -27.4% | +73.9% | +70.1% |
| 3Y | -73.5% | -3.7% | -69.8% | -74.8% |
| 5Y | -91.3% | -9.8% | -81.5% | -92.2% |
| All | -91.3% | -12.8% | -78.5% | -92.2% |
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