+96.9%
PSX vs WYNN
-32.5%
+129.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.1% | -10.6% | -4.1% |
| 7D | -5.2% | +15.4% | -20.6% | -4.5% |
| 30D | -3.7% | +6.8% | -10.5% | -3.3% |
| 3M | +26.8% | -15.4% | +42.2% | +26.5% |
| 6M | +47.3% | -20.0% | +67.3% | +46.7% |
| YTD | +105.4% | -31.0% | +136.5% | +106.2% |
| 1Y | +96.9% | -31.5% | +128.4% | +97.2% |
| All | +96.9% | -32.5% | +129.4% | +97.2% |
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 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