+361.5%
ALL vs WYNN
+1.1%
+360.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -2.3% | -4.2% | +1.9% | -1.6% |
| 30D | -0.4% | -14.6% | +14.2% | +1.9% |
| 3M | +16.0% | -18.4% | +34.4% | +19.5% |
| 6M | +24.6% | -11.9% | +36.5% | +26.5% |
| YTD | +23.7% | -26.6% | +50.2% | +28.8% |
| 1Y | +27.7% | -28.5% | +56.3% | +33.1% |
| 3Y | +150.2% | -5.1% | +155.4% | +143.8% |
| 5Y | +117.1% | -10.5% | +127.6% | +106.5% |
| All | +361.5% | +1.1% | +360.4% | +303.6% |
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