+310.8%
TMUS vs WYNN
+54.3%
+256.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.0% |
| 7D | -5.3% | -1.4% | -3.9% | -5.1% |
| 30D | +0.1% | -11.8% | +11.8% | +2.5% |
| 3M | -0.6% | -15.8% | +15.2% | +2.5% |
| 6M | -17.5% | -10.7% | -6.8% | -16.2% |
| YTD | -11.3% | -24.5% | +13.2% | -7.2% |
| 1Y | -25.4% | -25.0% | -0.4% | -22.4% |
| 3Y | +35.5% | -1.8% | +37.3% | +30.0% |
| 5Y | +41.9% | -10.0% | +51.9% | +32.3% |
| 10Y | +317.8% | +3.2% | +314.7% | +227.2% |
| All | +310.8% | +54.3% | +256.4% | +136.1% |
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