+1,128.3%
PSX vs WYNN
-2.7%
+1,131.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | +1.5% | -3.4% | +4.9% | +2.5% |
| 30D | +15.8% | -15.4% | +31.2% | +21.6% |
| 3M | +43.0% | -15.8% | +58.8% | +49.9% |
| 6M | +61.1% | -13.5% | +74.6% | +66.3% |
| YTD | +104.5% | -26.0% | +130.5% | +120.5% |
| 1Y | +102.5% | -27.4% | +129.9% | +118.0% |
| 3Y | +133.5% | -3.7% | +137.2% | +125.4% |
| 5Y | +367.0% | -9.8% | +376.7% | +333.8% |
| 10Y | +382.3% | +1.1% | +381.2% | +296.0% |
| All | +1,128.3% | -2.7% | +1,131.0% | +759.8% |
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 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