-67.1%
ZM vs WYNN
-11.0%
-56.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -5.7% | -4.2% | -1.5% | -4.3% |
| 30D | -9.1% | -14.6% | +5.5% | -4.0% |
| 3M | +3.5% | -18.4% | +21.9% | +10.9% |
| 6M | +25.7% | -11.9% | +37.6% | +30.3% |
| YTD | +10.8% | -26.6% | +37.3% | +22.1% |
| 1Y | +12.8% | -28.5% | +41.3% | +24.6% |
| 3Y | +33.1% | -5.1% | +38.3% | +25.9% |
| All | -67.1% | -11.0% | -56.1% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling