+55.9%
SOXL vs WYNN
-32.5%
+88.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.1% | -14.9% | -12.1% |
| 7D | -37.9% | +15.4% | -53.3% | -43.9% |
| 30D | -59.4% | +6.8% | -66.2% | -61.1% |
| 3M | -52.3% | -15.4% | -36.9% | -45.3% |
| 6M | -47.7% | -20.0% | -27.7% | -37.7% |
| YTD | +58.8% | -31.0% | +89.8% | +120.5% |
| 1Y | +55.9% | -31.5% | +87.4% | +115.7% |
| All | +55.9% | -32.5% | +88.3% | +115.7% |
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