+282.9%
QCOM vs WYNN
+1.1%
+281.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +7.8% | -4.2% | +12.0% | +9.2% |
| 30D | +12.2% | -14.6% | +26.8% | +17.4% |
| 3M | -9.9% | -18.4% | +8.6% | -4.6% |
| 6M | +36.9% | -11.9% | +48.8% | +41.0% |
| YTD | +8.0% | -26.6% | +34.6% | +17.2% |
| 1Y | +15.0% | -28.5% | +43.5% | +24.9% |
| 3Y | +75.8% | -5.1% | +80.9% | +71.6% |
| 5Y | +42.2% | -10.5% | +52.7% | +35.2% |
| All | +282.9% | +1.1% | +281.8% | +232.7% |
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 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