+628.3%
AGNC vs WYNN
+40.4%
+587.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -4.7% | -4.2% | -0.5% | -4.0% |
| 30D | -5.7% | -14.6% | +8.9% | -3.0% |
| 3M | +1.9% | -18.4% | +20.3% | +5.5% |
| 6M | +1.8% | -11.9% | +13.7% | +3.9% |
| YTD | +3.4% | -26.6% | +30.0% | +8.8% |
| 1Y | +13.6% | -28.5% | +42.1% | +19.5% |
| 3Y | +60.4% | -5.1% | +65.5% | +57.7% |
| 5Y | +27.0% | -10.5% | +37.5% | +22.1% |
| 10Y | +83.1% | +0.3% | +82.8% | +57.3% |
| All | +628.3% | +40.4% | +587.9% | +433.1% |
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 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