+2,389.9%
YUM vs WYNN
+1,166.9%
+1,223.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -6.1% | -4.2% | -1.9% | -5.3% |
| 30D | -5.8% | -14.6% | +8.8% | -2.9% |
| 3M | -7.6% | -18.4% | +10.8% | -4.0% |
| 6M | -9.1% | -11.9% | +2.8% | -7.1% |
| YTD | -5.5% | -26.6% | +21.1% | -0.2% |
| 1Y | -3.7% | -28.5% | +24.8% | +1.7% |
| 3Y | +17.8% | -5.1% | +22.9% | +15.0% |
| 5Y | +19.3% | -10.5% | +29.8% | +13.1% |
| 10Y | +170.7% | +0.3% | +170.4% | +121.7% |
| All | +2,389.9% | +1,166.9% | +1,223.1% | +1,015.9% |
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