+210.0%
SHEL vs WYNN
+1.1%
+208.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | +4.1% | -4.2% | +8.3% | +5.4% |
| 30D | +8.4% | -14.6% | +23.0% | +13.2% |
| 3M | +13.7% | -18.4% | +32.1% | +20.0% |
| 6M | +12.7% | -11.9% | +24.6% | +15.7% |
| YTD | +35.3% | -26.6% | +61.9% | +45.8% |
| 1Y | +39.4% | -28.5% | +67.9% | +50.1% |
| 3Y | +71.5% | -5.1% | +76.6% | +63.7% |
| 5Y | +195.0% | -10.5% | +205.5% | +169.7% |
| All | +210.0% | +1.1% | +208.9% | +142.7% |
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 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