+2,993.7%
SHOP vs WYNN
+1.1%
+2,992.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -11.2% | -4.2% | -7.0% | -9.8% |
| 30D | -14.4% | -14.6% | +0.2% | -9.1% |
| 3M | +16.6% | -18.4% | +35.0% | +26.0% |
| 6M | -0.6% | -11.9% | +11.4% | +4.2% |
| YTD | -20.0% | -26.6% | +6.6% | -10.3% |
| 1Y | -11.2% | -28.5% | +17.3% | -0.4% |
| 3Y | +99.5% | -5.1% | +104.6% | +97.2% |
| 5Y | -13.2% | -10.5% | -2.7% | -15.2% |
| All | +2,993.7% | +1.1% | +2,992.5% | +2,245.3% |
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