+63.6%
SLB vs WYNN
-26.4%
+90.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | -3.9% | +4.7% | +1.3% |
| 30D | +15.8% | -9.3% | +25.1% | +17.3% |
| 3M | -0.3% | -11.4% | +11.1% | +1.3% |
| 6M | +21.3% | -11.0% | +32.3% | +23.0% |
| YTD | +52.3% | -23.4% | +75.7% | +57.6% |
| 1Y | +63.6% | -24.8% | +88.4% | +66.5% |
| All | +63.6% | -26.4% | +90.0% | +66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling