-68.9%
RIG vs WYNN
+1,166.9%
-1,235.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -3.1% | -4.2% | +1.1% | -1.6% |
| 30D | -0.5% | -14.6% | +14.1% | +5.3% |
| 3M | -6.0% | -18.4% | +12.4% | +0.9% |
| 6M | -10.1% | -11.9% | +1.8% | -7.3% |
| YTD | +37.3% | -26.6% | +63.9% | +51.4% |
| 1Y | +73.9% | -28.5% | +102.5% | +92.4% |
| 3Y | -30.2% | -5.1% | -25.1% | -31.8% |
| 5Y | +62.5% | -10.5% | +73.0% | +54.8% |
| 10Y | -42.3% | +0.3% | -42.6% | -48.2% |
| All | -68.9% | +1,166.9% | -1,235.7% | -83.7% |
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