-45.7%
TOST vs WYNN
+19.8%
-65.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.4% | -3.9% | +0.5% | -1.3% |
| 30D | -2.4% | -9.3% | +6.8% | +2.7% |
| 3M | +34.6% | -11.4% | +46.0% | +43.1% |
| 6M | +15.2% | -11.0% | +26.2% | +22.1% |
| YTD | -4.4% | -23.4% | +19.0% | +9.4% |
| 1Y | -17.4% | -24.8% | +7.4% | -5.7% |
| 3Y | +54.5% | -7.1% | +61.6% | +48.9% |
| All | -45.7% | +19.8% | -65.5% | -55.2% |
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 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