+428.1%
WMT vs WYNN
+1.1%
+426.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.4% |
| 7D | 0.0% | -4.2% | +4.2% | +0.2% |
| 30D | -7.4% | -14.6% | +7.2% | -6.7% |
| 3M | -10.9% | -18.4% | +7.5% | -10.0% |
| 6M | -12.7% | -11.9% | -0.8% | -12.2% |
| YTD | -3.2% | -26.6% | +23.4% | -2.0% |
| 1Y | +5.3% | -28.5% | +33.8% | +6.6% |
| 3Y | +101.9% | -5.1% | +107.0% | +100.2% |
| 5Y | +134.6% | -10.5% | +145.1% | +131.1% |
| All | +428.1% | +1.1% | +426.9% | +421.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling