+60.3%
TECK vs WYNN
-28.3%
+88.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -3.8% | -4.2% | +0.3% | -2.8% |
| 30D | +0.7% | -14.6% | +15.4% | +4.4% |
| 3M | +4.6% | -18.4% | +23.0% | +9.5% |
| 6M | +25.1% | -11.9% | +37.0% | +28.3% |
| YTD | +39.2% | -26.6% | +65.8% | +46.2% |
| 1Y | +60.3% | -28.5% | +88.9% | +70.2% |
| All | +60.3% | -28.3% | +88.7% | +70.2% |
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