+22.4%
ZM vs WYNN
-26.4%
+48.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +2.9% | -3.9% | +6.9% | +3.7% |
| 30D | +0.7% | -9.3% | +10.0% | +2.5% |
| 3M | -3.7% | -11.4% | +7.7% | -1.5% |
| 6M | +29.9% | -11.0% | +40.8% | +32.1% |
| YTD | +17.4% | -23.4% | +40.8% | +22.8% |
| 1Y | +22.4% | -24.8% | +47.2% | +28.9% |
| All | +22.4% | -26.4% | +48.8% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling