+14.7%
QLD vs WYNN
-32.5%
+47.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | +0.3% |
| 7D | -9.4% | +15.4% | -24.8% | -13.0% |
| 30D | -17.1% | +6.8% | -23.8% | -18.5% |
| 3M | -10.4% | -15.4% | +5.0% | -5.5% |
| 6M | +0.7% | -20.0% | +20.7% | +8.1% |
| YTD | +17.7% | -31.0% | +48.8% | +32.3% |
| 1Y | +14.7% | -31.5% | +46.1% | +27.5% |
| All | +14.7% | -32.5% | +47.1% | +27.5% |
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