+112.0%
TECK vs WYNN
-26.4%
+138.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.3% | -3.9% | +3.6% | +0.5% |
| 30D | +4.6% | -9.3% | +13.9% | +6.8% |
| 3M | +2.8% | -11.4% | +14.3% | +5.5% |
| 6M | +24.9% | -11.0% | +35.9% | +27.3% |
| YTD | +44.7% | -23.4% | +68.1% | +50.1% |
| 1Y | +112.0% | -24.8% | +136.8% | +123.8% |
| All | +112.0% | -26.4% | +138.4% | +123.8% |
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