+122.5%
QLD vs WYNN
-10.4%
+132.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.5% |
| 7D | +1.9% | -1.4% | +3.3% | +2.6% |
| 30D | -1.8% | -11.8% | +10.0% | +4.5% |
| 3M | -0.1% | -15.8% | +15.7% | +8.6% |
| 6M | +32.6% | -10.7% | +43.3% | +39.1% |
| YTD | +27.9% | -24.5% | +52.4% | +45.7% |
| 1Y | +40.3% | -25.0% | +65.3% | +58.4% |
| 3Y | +182.5% | -1.8% | +184.2% | +161.3% |
| 5Y | +122.5% | -10.0% | +132.5% | +86.6% |
| All | +122.5% | -10.4% | +132.9% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling