+15.0%
QCOM vs WYNN
-28.3%
+43.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | +7.8% | -4.2% | +12.0% | +8.4% |
| 30D | +12.2% | -14.6% | +26.8% | +14.6% |
| 3M | -9.9% | -18.4% | +8.6% | -7.2% |
| 6M | +36.9% | -11.9% | +48.8% | +38.7% |
| YTD | +8.0% | -26.6% | +34.6% | +12.5% |
| 1Y | +15.0% | -28.5% | +43.5% | +20.4% |
| All | +15.0% | -28.3% | +43.3% | +20.4% |
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