+38.2%
QCOM vs WYNN
-12.8%
+51.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.0% |
| 7D | +4.9% | -3.4% | +8.4% | +6.3% |
| 30D | +9.3% | -15.4% | +24.7% | +16.1% |
| 3M | -7.0% | -15.8% | +8.8% | -1.3% |
| 6M | +32.0% | -13.5% | +45.5% | +37.8% |
| YTD | +5.0% | -26.0% | +31.0% | +16.0% |
| 1Y | +13.6% | -27.4% | +41.0% | +25.1% |
| 3Y | +77.6% | -3.7% | +81.3% | +67.9% |
| 5Y | +38.2% | -9.8% | +48.0% | +22.9% |
| All | +38.2% | -12.8% | +51.0% | +22.9% |
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