+225.8%
SONY vs WYNN
+1,166.9%
-941.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -2.7% | -4.2% | +1.5% | -1.8% |
| 30D | +1.5% | -14.6% | +16.2% | +4.8% |
| 3M | +13.0% | -18.4% | +31.4% | +17.7% |
| 6M | +11.2% | -11.9% | +23.1% | +13.8% |
| YTD | -6.6% | -26.6% | +19.9% | -1.0% |
| 1Y | -18.1% | -28.5% | +10.4% | -13.2% |
| 3Y | +42.1% | -5.1% | +47.2% | +39.0% |
| 5Y | +11.0% | -10.5% | +21.5% | +6.0% |
| 10Y | +289.2% | +0.3% | +288.9% | +220.4% |
| All | +225.8% | +1,166.9% | -941.1% | +63.4% |
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 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