+2,445.9%
TECK vs WYNN
+1,166.9%
+1,279.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -3.8% | -4.2% | +0.3% | -2.0% |
| 30D | +0.7% | -14.6% | +15.4% | +8.0% |
| 3M | +4.6% | -18.4% | +23.0% | +13.9% |
| 6M | +25.1% | -11.9% | +37.0% | +31.4% |
| YTD | +39.2% | -26.6% | +65.8% | +57.4% |
| 1Y | +60.3% | -28.5% | +88.9% | +81.4% |
| 3Y | +62.9% | -5.1% | +68.0% | +57.4% |
| 5Y | +181.5% | -10.5% | +192.0% | +158.0% |
| 10Y | +362.3% | +0.3% | +362.1% | +235.3% |
| All | +2,445.9% | +1,166.9% | +1,279.1% | +860.1% |
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