+113.2%
WDC vs WYNN
-32.5%
+145.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.1% | -12.8% | -8.6% |
| 7D | -18.3% | +15.4% | -33.7% | -22.7% |
| 30D | -26.7% | +6.8% | -33.4% | -28.3% |
| 3M | -40.9% | -15.4% | -25.6% | -36.6% |
| 6M | -26.8% | -20.0% | -6.8% | -19.9% |
| YTD | +88.2% | -31.0% | +119.2% | +123.0% |
| 1Y | +113.2% | -31.5% | +144.7% | +147.2% |
| All | +113.2% | -32.5% | +145.6% | +147.2% |
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 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