+354.7%
ACWI vs WYNN
+46.4%
+308.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +1.1% | +1.8% | -0.7% | +0.7% |
| 30D | -0.2% | -9.8% | +9.7% | +2.1% |
| 3M | +4.7% | -11.8% | +16.5% | +7.5% |
| 6M | +14.5% | -8.8% | +23.2% | +16.4% |
| YTD | +14.6% | -22.8% | +37.4% | +20.7% |
| 1Y | +21.4% | -24.1% | +45.6% | +27.7% |
| 3Y | +77.6% | +0.4% | +77.2% | +71.3% |
| 5Y | +68.1% | -8.7% | +76.7% | +58.7% |
| 10Y | +226.1% | +8.3% | +217.8% | +158.5% |
| All | +354.7% | +46.4% | +308.3% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling