+4,921.3%
SOXL vs WYNN
+1.1%
+4,920.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +6.0% |
| 7D | +3.9% | -4.2% | +8.1% | +8.4% |
| 30D | -14.3% | -14.6% | +0.3% | -0.3% |
| 3M | -45.6% | -18.4% | -27.2% | -34.7% |
| 6M | +117.2% | -11.9% | +129.1% | +143.2% |
| YTD | +189.8% | -26.6% | +216.4% | +284.3% |
| 1Y | +317.7% | -28.5% | +346.3% | +464.6% |
| 3Y | +478.6% | -5.1% | +483.7% | +541.8% |
| 5Y | +169.5% | -10.5% | +180.0% | +241.0% |
| All | +4,921.3% | +1.1% | +4,920.1% | +6,173.1% |
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 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