+80.6%
AGNC vs WYNN
+1.1%
+79.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -4.7% | -4.2% | -0.5% | -3.9% |
| 30D | -5.7% | -14.6% | +8.9% | -2.7% |
| 3M | +1.9% | -18.4% | +20.3% | +6.0% |
| 6M | +1.8% | -11.9% | +13.7% | +4.2% |
| YTD | +3.4% | -26.6% | +30.0% | +9.5% |
| 1Y | +13.6% | -28.5% | +42.1% | +20.3% |
| 3Y | +60.4% | -5.1% | +65.5% | +57.0% |
| 5Y | +27.0% | -10.5% | +37.5% | +21.2% |
| All | +80.6% | +1.1% | +79.5% | +52.0% |
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