+215.2%
PODD vs WYNN
+1.1%
+214.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -10.5% | -4.2% | -6.3% | -9.8% |
| 30D | -9.0% | -14.6% | +5.6% | -6.3% |
| 3M | -11.5% | -18.4% | +6.9% | -8.3% |
| 6M | -44.7% | -11.9% | -32.8% | -43.6% |
| YTD | -53.6% | -26.6% | -27.0% | -51.0% |
| 1Y | -61.0% | -28.5% | -32.4% | -58.8% |
| 3Y | -24.7% | -5.1% | -19.6% | -26.7% |
| 5Y | -55.5% | -10.5% | -45.0% | -57.9% |
| All | +215.2% | +1.1% | +214.1% | +147.8% |
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