+367.6%
SLB vs WYNN
+1,203.4%
-835.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | -1.9% | -1.4% | -0.4% | -1.4% |
| 30D | +7.8% | -11.8% | +19.5% | +11.8% |
| 3M | +2.7% | -15.8% | +18.5% | +7.8% |
| 6M | +22.2% | -10.7% | +32.9% | +25.5% |
| YTD | +51.1% | -24.5% | +75.6% | +62.8% |
| 1Y | +63.3% | -25.0% | +88.4% | +75.2% |
| 3Y | +2.4% | -1.8% | +4.2% | -1.2% |
| 5Y | +139.3% | -10.0% | +149.4% | +123.7% |
| 10Y | -2.6% | +3.2% | -5.8% | -19.0% |
| All | +367.6% | +1,203.4% | -835.8% | +115.1% |
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