+265.8%
WMB vs WYNN
-11.0%
+276.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -1.0% | -4.2% | +3.2% | -0.6% |
| 30D | -0.4% | -14.6% | +14.2% | +1.2% |
| 3M | +3.2% | -18.4% | +21.6% | +5.4% |
| 6M | +0.1% | -11.9% | +12.0% | +1.1% |
| YTD | +23.9% | -26.6% | +50.4% | +27.6% |
| 1Y | +27.6% | -28.5% | +56.1% | +31.5% |
| 3Y | +141.9% | -5.1% | +147.0% | +135.7% |
| All | +265.8% | -11.0% | +276.8% | +246.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling