+64.3%
TWLO vs WYNN
-32.5%
+96.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.2% | -1.6% |
| 7D | -15.9% | +15.4% | -31.3% | -19.0% |
| 30D | -29.0% | +6.8% | -35.8% | -30.1% |
| 3M | +10.0% | -15.4% | +25.4% | +15.8% |
| 6M | +12.6% | -20.0% | +32.5% | +20.3% |
| YTD | +50.1% | -31.0% | +81.1% | +67.7% |
| 1Y | +64.3% | -31.5% | +95.7% | +82.7% |
| All | +64.3% | -32.5% | +96.7% | +82.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling