+9,127.5%
QLD vs WYNN
+148.9%
+8,978.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +0.6% | -3.9% | +4.5% | +2.3% |
| 30D | -0.1% | -9.3% | +9.1% | +4.2% |
| 3M | -8.4% | -11.4% | +3.1% | -3.8% |
| 6M | +32.2% | -11.0% | +43.2% | +38.2% |
| YTD | +28.9% | -23.4% | +52.3% | +43.4% |
| 1Y | +43.8% | -24.8% | +68.6% | +59.9% |
| 3Y | +176.6% | -7.1% | +183.7% | +172.5% |
| 5Y | +121.6% | -5.4% | +127.0% | +108.2% |
| 10Y | +1,652.9% | +11.5% | +1,641.4% | +1,150.1% |
| All | +9,127.5% | +148.9% | +8,978.6% | +3,197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling