+4.3%
QQQ vs WYNN
-34.2%
+38.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.7% | -2.8% | -5.9% |
| 7D | -9.5% | +6.9% | -16.4% | -10.3% |
| 30D | -14.8% | +3.5% | -18.3% | -15.1% |
| 3M | -9.7% | -21.4% | +11.7% | -6.0% |
| 6M | -4.9% | -25.0% | +20.1% | -0.1% |
| YTD | +5.7% | -33.6% | +39.3% | +12.7% |
| 1Y | +4.3% | -36.0% | +40.3% | +12.0% |
| All | +4.3% | -34.2% | +38.5% | +12.0% |
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 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