+23.7%
WMB vs WYNN
-32.5%
+56.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.1% | -12.4% | -5.4% |
| 7D | -8.6% | +15.4% | -24.0% | -6.7% |
| 30D | -4.2% | +6.8% | -10.9% | -2.8% |
| 3M | -4.4% | -15.4% | +11.0% | -4.9% |
| 6M | -8.7% | -20.0% | +11.3% | -9.2% |
| YTD | +15.4% | -31.0% | +46.4% | +14.1% |
| 1Y | +23.7% | -31.5% | +55.2% | +20.6% |
| All | +23.7% | -32.5% | +56.2% | +20.6% |
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