+172.9%
RTX vs WYNN
-5.1%
+178.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -1.5% | -4.2% | +2.6% | -1.3% |
| 30D | -11.0% | -14.6% | +3.7% | -10.0% |
| 3M | +7.7% | -18.4% | +26.1% | +9.0% |
| 6M | -3.9% | -11.9% | +8.0% | -3.2% |
| YTD | +9.0% | -26.6% | +35.5% | +10.9% |
| 1Y | +27.3% | -28.5% | +55.8% | +29.5% |
| 3Y | +172.9% | -5.1% | +178.0% | +166.8% |
| All | +172.9% | -5.1% | +178.0% | +166.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling