+22,727.1%
TSLA vs WYNN
+68.2%
+22,658.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.5% |
| 7D | -3.4% | -3.4% | 0.0% | -2.2% |
| 30D | +9.2% | -15.4% | +24.7% | +15.6% |
| 3M | -4.7% | -15.8% | +11.1% | +0.6% |
| 6M | -8.9% | -13.5% | +4.6% | -5.2% |
| YTD | -19.2% | -26.0% | +6.8% | -11.5% |
| 1Y | +4.5% | -27.4% | +31.9% | +14.3% |
| 3Y | +46.3% | -3.7% | +50.0% | +41.6% |
| 5Y | +48.1% | -9.8% | +57.9% | +40.5% |
| 10Y | +2,704.2% | +1.1% | +2,703.1% | +2,077.0% |
| All | +22,727.1% | +68.2% | +22,658.9% | +12,100.2% |
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