+183.7%
TECH vs WYNN
+1.1%
+182.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -0.4% | -4.2% | +3.8% | +0.5% |
| 30D | 0.0% | -14.6% | +14.6% | +3.2% |
| 3M | +33.7% | -18.4% | +52.1% | +39.0% |
| 6M | +34.9% | -11.9% | +46.8% | +38.0% |
| YTD | +23.2% | -26.6% | +49.7% | +30.8% |
| 1Y | +36.3% | -28.5% | +64.8% | +44.9% |
| 3Y | +2.3% | -5.1% | +7.4% | +1.1% |
| 5Y | -42.9% | -10.5% | -32.4% | -45.1% |
| All | +183.7% | +1.1% | +182.6% | +153.5% |
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