+4,167.6%
TSCO vs WYNN
+1,166.9%
+3,000.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -5.7% | -4.2% | -1.5% | -4.9% |
| 30D | -8.8% | -14.6% | +5.9% | -6.1% |
| 3M | +6.3% | -18.4% | +24.7% | +10.2% |
| 6M | -32.3% | -11.9% | -20.4% | -30.8% |
| YTD | -32.7% | -26.6% | -6.1% | -29.0% |
| 1Y | -43.7% | -28.5% | -15.1% | -40.6% |
| 3Y | -19.7% | -5.1% | -14.5% | -20.9% |
| 5Y | -11.6% | -10.5% | -1.1% | -15.3% |
| 10Y | +184.1% | +0.3% | +183.8% | +131.8% |
| All | +4,167.6% | +1,166.9% | +3,000.7% | +2,101.3% |
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