+155.9%
ALLE vs WYNN
+1.1%
+154.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | -2.4% | -4.2% | +1.8% | -1.5% |
| 30D | -7.7% | -14.6% | +6.9% | -4.4% |
| 3M | +15.2% | -18.4% | +33.6% | +20.4% |
| 6M | +5.4% | -11.9% | +17.3% | +8.2% |
| YTD | -2.9% | -26.6% | +23.7% | +3.5% |
| 1Y | -12.8% | -28.5% | +15.8% | -6.9% |
| 3Y | +47.2% | -5.1% | +52.3% | +44.3% |
| 5Y | +13.5% | -10.5% | +24.0% | +8.3% |
| All | +155.9% | +1.1% | +154.8% | +118.1% |
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