+1,537.1%
SOXX vs WYNN
+1.1%
+1,536.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +1.4% | -4.2% | +5.6% | +2.8% |
| 30D | -3.6% | -14.6% | +11.0% | +1.5% |
| 3M | -10.2% | -18.4% | +8.3% | -4.2% |
| 6M | +54.2% | -11.9% | +66.2% | +59.9% |
| YTD | +75.2% | -26.6% | +101.8% | +92.3% |
| 1Y | +107.5% | -28.5% | +136.0% | +128.4% |
| 3Y | +226.8% | -5.1% | +231.9% | +220.2% |
| 5Y | +251.2% | -10.5% | +261.7% | +234.7% |
| All | +1,537.1% | +1.1% | +1,536.0% | +1,276.4% |
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 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