+228.4%
ACWI vs WYNN
+1.1%
+227.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -1.0% | -4.2% | +3.2% | -0.2% |
| 30D | -0.9% | -14.6% | +13.8% | +2.3% |
| 3M | +3.5% | -18.4% | +21.9% | +7.7% |
| 6M | +12.8% | -11.9% | +24.8% | +15.4% |
| YTD | +14.0% | -26.6% | +40.6% | +20.6% |
| 1Y | +19.2% | -28.5% | +47.7% | +26.2% |
| 3Y | +75.1% | -5.1% | +80.2% | +71.2% |
| 5Y | +68.6% | -10.5% | +79.1% | +60.5% |
| All | +228.4% | +1.1% | +227.2% | +186.4% |
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