+52.7%
ROST vs WYNN
-32.5%
+85.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.1% | +0.1% | +4.5% |
| 7D | +7.8% | +15.4% | -7.6% | +4.0% |
| 30D | +8.6% | +6.8% | +1.8% | +6.6% |
| 3M | -1.9% | -15.4% | +13.5% | +1.6% |
| 6M | +9.1% | -20.0% | +29.1% | +14.4% |
| YTD | +37.2% | -31.0% | +68.3% | +47.1% |
| 1Y | +52.7% | -31.5% | +84.2% | +63.4% |
| All | +52.7% | -32.5% | +85.2% | +63.4% |
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