-41.3%
TECH vs WYNN
-11.0%
-30.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.4% | -4.2% | +3.8% | +0.8% |
| 30D | 0.0% | -14.6% | +14.6% | +4.7% |
| 3M | +33.7% | -18.4% | +52.1% | +41.5% |
| 6M | +34.9% | -11.9% | +46.8% | +39.3% |
| YTD | +23.2% | -26.6% | +49.7% | +34.3% |
| 1Y | +36.3% | -28.5% | +64.8% | +48.8% |
| 3Y | +2.3% | -5.1% | +7.4% | -0.7% |
| All | -41.3% | -11.0% | -30.3% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling