+67.1%
ACWI vs WYNN
-12.8%
+79.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | -1.9% | -3.4% | +1.5% | -1.2% |
| 30D | -1.3% | -15.4% | +14.1% | +2.2% |
| 3M | +5.0% | -15.8% | +20.8% | +8.7% |
| 6M | +11.7% | -13.5% | +25.2% | +14.8% |
| YTD | +13.0% | -26.0% | +38.9% | +19.6% |
| 1Y | +19.2% | -27.4% | +46.6% | +26.1% |
| 3Y | +75.0% | -3.7% | +78.7% | +69.2% |
| 5Y | +67.1% | -9.8% | +76.8% | +53.9% |
| All | +67.1% | -12.8% | +79.9% | +53.9% |
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 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