-1.9%
SONY vs WYNN
-34.2%
+32.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.7% | +9.8% | +6.9% |
| 7D | +8.1% | +6.9% | +1.2% | +6.4% |
| 30D | +15.5% | +3.5% | +11.9% | +14.3% |
| 3M | +22.7% | -21.4% | +44.1% | +28.8% |
| 6M | +36.9% | -25.0% | +61.8% | +45.0% |
| YTD | +7.6% | -33.6% | +41.2% | +13.8% |
| 1Y | -1.9% | -36.0% | +34.1% | +3.4% |
| All | -1.9% | -34.2% | +32.3% | +3.4% |
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