+19.7%
TECH vs WYNN
-32.5%
+52.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.0% | -1.4% |
| 7D | +0.1% | +15.4% | -15.4% | -3.6% |
| 30D | +0.2% | +6.8% | -6.5% | -1.5% |
| 3M | +1.0% | -15.4% | +16.4% | +6.0% |
| 6M | +33.3% | -20.0% | +53.2% | +41.6% |
| YTD | +24.2% | -31.0% | +55.2% | +38.0% |
| 1Y | +19.7% | -31.5% | +51.2% | +33.1% |
| All | +19.7% | -32.5% | +52.2% | +33.1% |
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 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