-100.0%
SQQQ vs WYNN
+1.1%
-101.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -3.1% |
| 7D | +1.8% | -4.2% | +6.0% | -0.9% |
| 30D | +4.2% | -14.6% | +18.8% | -6.0% |
| 3M | -3.3% | -18.4% | +15.1% | -15.3% |
| 6M | -43.6% | -11.9% | -31.7% | -47.2% |
| YTD | -41.9% | -26.6% | -15.3% | -51.1% |
| 1Y | -50.6% | -28.5% | -22.1% | -58.6% |
| 3Y | -89.3% | -5.1% | -84.2% | -87.0% |
| 5Y | -94.8% | -10.5% | -84.3% | -91.5% |
| All | -100.0% | +1.1% | -101.1% | -99.9% |
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