+247.4%
A vs WYNN
+1.1%
+246.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | -2.6% | -4.2% | +1.6% | -1.8% |
| 30D | -0.9% | -14.6% | +13.7% | +2.2% |
| 3M | +13.6% | -18.4% | +32.0% | +18.2% |
| 6M | +27.8% | -11.9% | +39.8% | +30.9% |
| YTD | +8.6% | -26.6% | +35.2% | +15.1% |
| 1Y | +16.9% | -28.5% | +45.4% | +23.8% |
| 3Y | +32.9% | -5.1% | +38.0% | +31.1% |
| 5Y | -14.1% | -10.5% | -3.6% | -17.4% |
| All | +247.4% | +1.1% | +246.2% | +216.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling