+280.1%
WDAY vs WYNN
+6.1%
+274.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -10.5% | -3.4% | -7.1% | -9.8% |
| 30D | +2.1% | -15.4% | +17.5% | +6.6% |
| 3M | +34.6% | -15.8% | +50.4% | +40.4% |
| 6M | +29.9% | -13.5% | +43.4% | +34.1% |
| YTD | -13.8% | -26.0% | +12.2% | -7.5% |
| 1Y | -18.3% | -27.4% | +9.1% | -12.4% |
| 3Y | -26.2% | -3.7% | -22.4% | -28.5% |
| 5Y | -30.8% | -9.8% | -21.1% | -34.8% |
| 10Y | +112.2% | +1.1% | +111.1% | +68.8% |
| All | +280.1% | +6.1% | +274.0% | +274.4% |
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