+1,657.6%
QLD vs WYNN
+1.1%
+1,656.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.1% |
| 7D | -1.2% | -4.2% | +2.9% | +0.6% |
| 30D | -3.0% | -14.6% | +11.6% | +3.8% |
| 3M | -2.8% | -18.4% | +15.6% | +5.7% |
| 6M | +32.0% | -11.9% | +43.9% | +38.5% |
| YTD | +27.3% | -26.6% | +53.9% | +44.0% |
| 1Y | +37.9% | -28.5% | +66.5% | +56.5% |
| 3Y | +174.6% | -5.1% | +179.8% | +167.1% |
| 5Y | +124.8% | -10.5% | +135.3% | +114.2% |
| All | +1,657.6% | +1.1% | +1,656.5% | +1,360.3% |
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