-95.9%
PLUG vs WYNN
+1,203.4%
-1,299.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.1% |
| 7D | +3.8% | -1.4% | +5.2% | +4.5% |
| 30D | +2.8% | -11.8% | +14.6% | +8.3% |
| 3M | -25.4% | -15.8% | -9.6% | -20.1% |
| 6M | -0.5% | -10.7% | +10.2% | +3.3% |
| YTD | +10.2% | -24.5% | +34.6% | +22.7% |
| 1Y | +53.9% | -25.0% | +78.9% | +70.0% |
| 3Y | -72.7% | -1.8% | -71.0% | -73.1% |
| 5Y | -91.4% | -10.0% | -81.4% | -91.4% |
| 10Y | +58.4% | +3.2% | +55.2% | +25.9% |
| All | -95.9% | +1,203.4% | -1,299.3% | -99.1% |
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