+37.1%
QLD vs WYNN
-26.8%
+63.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.6% |
| 7D | -2.6% | -3.4% | +0.8% | -1.7% |
| 30D | -3.3% | -15.4% | +12.2% | +1.4% |
| 3M | +1.8% | -15.8% | +17.6% | +7.0% |
| 6M | +29.7% | -13.5% | +43.2% | +34.3% |
| YTD | +25.1% | -26.0% | +51.1% | +34.7% |
| 1Y | +37.1% | -27.4% | +64.5% | +48.8% |
| All | +37.1% | -26.8% | +63.9% | +48.8% |
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 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