-40.4%
ACN vs WYNN
-5.1%
-35.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | -1.5% | -4.2% | +2.7% | -0.7% |
| 30D | +2.1% | -14.6% | +16.7% | +5.4% |
| 3M | +11.1% | -18.4% | +29.5% | +15.6% |
| 6M | -6.8% | -11.9% | +5.1% | -4.9% |
| YTD | -30.0% | -26.6% | -3.5% | -25.7% |
| 1Y | -23.1% | -28.5% | +5.4% | -18.3% |
| 3Y | -40.4% | -5.1% | -35.3% | -42.5% |
| All | -40.4% | -5.1% | -35.3% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling