+362.6%
PSX vs WYNN
-11.0%
+373.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +1.7% | -4.2% | +5.9% | +2.7% |
| 30D | +15.6% | -14.6% | +30.3% | +19.9% |
| 3M | +46.5% | -18.4% | +64.9% | +53.3% |
| 6M | +55.0% | -11.9% | +66.9% | +58.4% |
| YTD | +105.3% | -26.6% | +131.9% | +119.0% |
| 1Y | +101.6% | -28.5% | +130.1% | +115.3% |
| 3Y | +134.1% | -5.1% | +139.3% | +126.1% |
| All | +362.6% | -11.0% | +373.5% | +348.9% |
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