-5.1%
WYNN vs NVMI
+3,158.6%
-3,163.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.4% |
| 7D | -4.2% | -0.1% | -4.1% | -4.2% |
| 30D | -14.6% | -8.4% | -6.2% | -12.2% |
| 3M | -18.4% | -33.6% | +15.2% | -7.8% |
| 6M | -11.9% | -14.7% | +2.8% | -11.6% |
| YTD | -26.6% | +13.2% | -39.8% | -35.1% |
| 1Y | -28.5% | +29.0% | -57.5% | -40.8% |
| 3Y | -5.1% | +215.0% | -220.1% | -53.1% |
| 5Y | -10.5% | +268.6% | -279.1% | -60.9% |
| All | -5.1% | +3,158.6% | -3,163.8% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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