+122.7%
SLB vs WYNN
-11.0%
+133.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.5% | -4.2% | +1.7% | -1.4% |
| 30D | +7.1% | -14.6% | +21.7% | +11.5% |
| 3M | +0.6% | -18.4% | +19.0% | +5.8% |
| 6M | +17.6% | -11.9% | +29.5% | +20.7% |
| YTD | +48.5% | -26.6% | +75.1% | +59.6% |
| 1Y | +59.4% | -28.5% | +87.9% | +71.5% |
| 3Y | -0.4% | -5.1% | +4.8% | -3.4% |
| All | +122.7% | -11.0% | +133.7% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling