+572.5%
SNPS vs WYNN
+1.1%
+571.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.9% | -4.2% | +5.1% | +1.9% |
| 30D | -3.6% | -14.6% | +11.0% | -0.2% |
| 3M | -12.9% | -18.4% | +5.5% | -9.0% |
| 6M | -8.2% | -11.9% | +3.7% | -6.0% |
| YTD | -15.4% | -26.6% | +11.2% | -9.8% |
| 1Y | -9.3% | -28.5% | +19.2% | -3.0% |
| 3Y | -14.0% | -5.1% | -8.8% | -15.7% |
| 5Y | +19.5% | -10.5% | +30.0% | +13.9% |
| All | +572.5% | +1.1% | +571.4% | +490.3% |
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