-19.3%
PYPL vs WYNN
-28.3%
+9.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -2.3% | -4.2% | +1.9% | -1.5% |
| 30D | -9.0% | -14.6% | +5.6% | -6.4% |
| 3M | +30.6% | -18.4% | +49.0% | +35.3% |
| 6M | +18.6% | -11.9% | +30.5% | +20.5% |
| YTD | -7.2% | -26.6% | +19.4% | -2.0% |
| 1Y | -19.3% | -28.5% | +9.3% | -14.7% |
| All | -19.3% | -28.3% | +9.1% | -14.7% |
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