+417.4%
WDC vs WYNN
-26.4%
+443.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +1.7% | -3.9% | +5.6% | +3.2% |
| 30D | -10.0% | -9.3% | -0.7% | -6.8% |
| 3M | -18.8% | -11.4% | -7.3% | -15.3% |
| 6M | +79.0% | -11.0% | +90.0% | +85.5% |
| YTD | +171.6% | -23.4% | +194.9% | +197.3% |
| 1Y | +417.4% | -24.8% | +442.2% | +475.8% |
| All | +417.4% | -26.4% | +443.8% | +475.8% |
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