+317.5%
TMUS vs WYNN
+1.1%
+316.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | +0.4% | -4.2% | +4.6% | +1.0% |
| 30D | +3.5% | -14.6% | +18.2% | +5.4% |
| 3M | -1.3% | -18.4% | +17.1% | +1.0% |
| 6M | -13.6% | -11.9% | -1.7% | -12.6% |
| YTD | -8.8% | -26.6% | +17.8% | -5.8% |
| 1Y | -22.9% | -28.5% | +5.7% | -20.4% |
| 3Y | +36.7% | -5.1% | +41.8% | +33.5% |
| 5Y | +46.6% | -10.5% | +57.1% | +39.7% |
| All | +317.5% | +1.1% | +316.4% | +267.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling