+4,133.0%
ROK vs WYNN
+1,166.9%
+2,966.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -1.2% | -4.2% | +2.9% | 0.0% |
| 30D | -4.8% | -14.6% | +9.8% | -0.4% |
| 3M | -6.1% | -18.4% | +12.3% | -0.6% |
| 6M | +15.5% | -11.9% | +27.4% | +19.4% |
| YTD | +11.2% | -26.6% | +37.8% | +21.1% |
| 1Y | +23.8% | -28.5% | +52.4% | +35.0% |
| 3Y | +53.1% | -5.1% | +58.2% | +50.2% |
| 5Y | +48.3% | -10.5% | +58.8% | +39.6% |
| 10Y | +357.4% | +0.3% | +357.1% | +258.1% |
| All | +4,133.0% | +1,166.9% | +2,966.1% | +1,728.8% |
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