+312.1%
ROST vs WYNN
+1.1%
+311.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | +0.2% | -4.2% | +4.4% | +1.5% |
| 30D | -6.9% | -14.6% | +7.7% | -2.5% |
| 3M | -3.3% | -18.4% | +15.1% | +2.4% |
| 6M | +9.0% | -11.9% | +21.0% | +12.7% |
| YTD | +28.9% | -26.6% | +55.4% | +39.7% |
| 1Y | +54.0% | -28.5% | +82.5% | +67.2% |
| 3Y | +100.7% | -5.1% | +105.8% | +93.9% |
| 5Y | +116.0% | -10.5% | +126.5% | +101.0% |
| All | +312.1% | +1.1% | +311.0% | +229.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling