+984.3%
TECH vs WYNN
+1,203.4%
-219.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | -0.1% | -1.4% | +1.3% | +0.2% |
| 30D | +0.3% | -11.8% | +12.0% | +2.3% |
| 3M | +32.9% | -15.8% | +48.7% | +36.4% |
| 6M | +32.1% | -10.7% | +42.8% | +34.1% |
| YTD | +23.4% | -24.5% | +47.9% | +28.8% |
| 1Y | +34.1% | -25.0% | +59.1% | +39.6% |
| 3Y | +2.2% | -1.8% | +3.9% | +1.0% |
| 5Y | -41.8% | -10.0% | -31.8% | -43.3% |
| 10Y | +188.9% | +3.2% | +185.7% | +156.0% |
| All | +984.3% | +1,203.4% | -219.2% | +424.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling