+771.8%
WMT vs WYNN
+1,166.9%
-395.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.4% |
| 7D | 0.0% | -4.2% | +4.2% | +0.4% |
| 30D | -7.4% | -14.6% | +7.2% | -6.2% |
| 3M | -10.9% | -18.4% | +7.5% | -9.4% |
| 6M | -12.7% | -11.9% | -0.8% | -11.9% |
| YTD | -3.2% | -26.6% | +23.4% | -1.0% |
| 1Y | +5.3% | -28.5% | +33.8% | +7.7% |
| 3Y | +101.9% | -5.1% | +107.0% | +99.7% |
| 5Y | +134.6% | -10.5% | +145.1% | +128.8% |
| 10Y | +440.4% | +0.3% | +440.1% | +390.1% |
| All | +771.8% | +1,166.9% | -395.1% | +555.9% |
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