+1,502.1%
QLD vs WYNN
+13.3%
+1,488.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -4.9% | -3.5% |
| 7D | +7.0% | +2.3% | +4.7% | +5.8% |
| 30D | -14.3% | +15.4% | -29.7% | -19.8% |
| 3M | -16.0% | -16.7% | +0.7% | -9.4% |
| 6M | -14.2% | -11.1% | -3.1% | -10.7% |
| YTD | +12.8% | -28.8% | +41.6% | +28.8% |
| 1Y | +14.1% | -30.2% | +44.3% | +31.2% |
| 3Y | +146.0% | +3.8% | +142.2% | +129.6% |
| 5Y | +82.0% | -6.2% | +88.2% | +71.2% |
| All | +1,502.1% | +13.3% | +1,488.9% | +1,232.8% |
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