+16,261.2%
WMB vs WYNN
+1,203.4%
+15,057.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | +4.6% | -11.8% | +16.3% | +8.2% |
| 3M | +5.7% | -15.8% | +21.6% | +10.7% |
| 6M | +4.2% | -10.7% | +14.9% | +6.7% |
| YTD | +26.8% | -24.5% | +51.3% | +35.5% |
| 1Y | +34.7% | -25.0% | +59.7% | +43.1% |
| 3Y | +146.8% | -1.8% | +148.6% | +132.9% |
| 5Y | +285.0% | -10.0% | +295.0% | +247.6% |
| 10Y | +313.2% | +3.2% | +310.0% | +208.3% |
| All | +16,261.2% | +1,203.4% | +15,057.7% | +6,349.4% |
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