+1,533.9%
QCOM vs WYNN
+1,166.9%
+367.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +7.8% | -4.2% | +12.0% | +9.0% |
| 30D | +12.2% | -14.6% | +26.8% | +16.5% |
| 3M | -9.9% | -18.4% | +8.6% | -5.5% |
| 6M | +36.9% | -11.9% | +48.8% | +40.4% |
| YTD | +8.0% | -26.6% | +34.6% | +15.6% |
| 1Y | +15.0% | -28.5% | +43.5% | +23.2% |
| 3Y | +75.8% | -5.1% | +80.9% | +73.2% |
| 5Y | +42.2% | -10.5% | +52.7% | +38.0% |
| 10Y | +293.8% | +0.3% | +293.6% | +234.4% |
| All | +1,533.9% | +1,166.9% | +367.0% | +704.4% |
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 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