+93.1%
ALLE vs WYNN
+2.9%
+90.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.4% |
| 7D | +3.6% | +2.3% | +1.2% | +2.9% |
| 30D | +25.9% | +15.4% | +10.5% | +21.2% |
| 3M | +15.8% | -16.7% | +32.5% | +20.9% |
| 6M | +48.1% | -11.1% | +59.2% | +51.9% |
| YTD | +22.0% | -28.8% | +50.8% | +31.5% |
| 1Y | +18.0% | -30.2% | +48.2% | +27.8% |
| 3Y | +93.1% | +3.8% | +89.3% | +73.7% |
| All | +93.1% | +2.9% | +90.2% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling