+57.5%
TECK vs WYNN
-32.5%
+90.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.1% | -1.8% | +2.3% |
| 7D | +2.3% | +15.4% | -13.2% | -2.4% |
| 30D | -5.0% | +6.8% | -11.8% | -7.1% |
| 3M | -0.3% | -15.4% | +15.1% | +4.7% |
| 6M | +13.9% | -20.0% | +33.8% | +21.0% |
| YTD | +35.2% | -31.0% | +66.2% | +48.6% |
| 1Y | +57.5% | -31.5% | +89.0% | +70.8% |
| All | +57.5% | -32.5% | +90.0% | +70.8% |
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