+119.7%
TWLO vs WYNN
-26.4%
+146.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.0% | -3.9% | +1.9% | -0.9% |
| 30D | +20.6% | -9.3% | +29.9% | +24.3% |
| 3M | -1.5% | -11.4% | +9.9% | +2.0% |
| 6M | +89.4% | -11.0% | +100.4% | +95.1% |
| YTD | +63.8% | -23.4% | +87.2% | +77.0% |
| 1Y | +119.7% | -24.8% | +144.5% | +137.8% |
| All | +119.7% | -26.4% | +146.1% | +137.8% |
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