+14.1%
AGG vs WYNN
+1.1%
+13.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -1.1% | -4.2% | +3.1% | -1.0% |
| 30D | -1.1% | -14.6% | +13.5% | -1.0% |
| 3M | -1.9% | -18.4% | +16.5% | -1.8% |
| 6M | -1.7% | -11.9% | +10.2% | -1.6% |
| YTD | -1.3% | -26.6% | +25.3% | -1.1% |
| 1Y | -0.7% | -28.5% | +27.8% | -0.6% |
| 3Y | +12.5% | -5.1% | +17.6% | +12.4% |
| 5Y | -2.5% | -10.5% | +8.0% | -2.6% |
| All | +14.1% | +1.1% | +13.0% | +12.1% |
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