+95.7%
QQQ vs WYNN
-11.0%
+106.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -0.6% | -4.2% | +3.6% | +0.5% |
| 30D | -1.2% | -14.6% | +13.4% | +2.8% |
| 3M | -0.2% | -18.4% | +18.2% | +5.0% |
| 6M | +17.9% | -11.9% | +29.8% | +21.2% |
| YTD | +16.6% | -26.6% | +43.2% | +25.4% |
| 1Y | +23.0% | -28.5% | +51.5% | +32.4% |
| 3Y | +92.9% | -5.1% | +98.1% | +85.6% |
| All | +95.7% | -11.0% | +106.7% | +74.9% |
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