+7,347.1%
SHOP vs WYNN
-4.2%
+7,351.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.6% |
| 7D | -13.2% | -3.4% | -9.8% | -12.1% |
| 30D | -17.0% | -15.4% | -1.6% | -12.0% |
| 3M | +17.0% | -15.8% | +32.8% | +24.2% |
| 6M | -2.1% | -13.5% | +11.4% | +2.8% |
| YTD | -21.4% | -26.0% | +4.6% | -12.9% |
| 1Y | -11.0% | -27.4% | +16.4% | -1.6% |
| 3Y | +100.9% | -3.7% | +104.6% | +98.4% |
| 5Y | -14.7% | -9.8% | -4.9% | -16.0% |
| 10Y | +2,984.8% | +1.1% | +2,983.7% | +2,478.4% |
| All | +7,347.1% | -4.2% | +7,351.2% | +6,563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling