-48.6%
TOST vs WYNN
+14.8%
-63.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -5.4% | -4.2% | -1.2% | -3.2% |
| 30D | -5.7% | -14.6% | +8.9% | +2.6% |
| 3M | +30.1% | -18.4% | +48.5% | +44.5% |
| 6M | +11.9% | -11.9% | +23.8% | +19.3% |
| YTD | -9.5% | -26.6% | +17.0% | +5.9% |
| 1Y | -21.3% | -28.5% | +7.3% | -7.6% |
| 3Y | +50.7% | -5.1% | +55.8% | +43.0% |
| All | -48.6% | +14.8% | -63.4% | -56.6% |
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