+45.2%
ALLE vs WYNN
-4.3%
+49.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -2.8% | -3.4% | +0.7% | -1.9% |
| 30D | -10.2% | -15.4% | +5.2% | -6.4% |
| 3M | +17.4% | -15.8% | +33.2% | +22.3% |
| 6M | +3.3% | -13.5% | +16.8% | +6.7% |
| YTD | -4.2% | -26.0% | +21.7% | +2.3% |
| 1Y | -10.5% | -27.4% | +16.8% | -4.5% |
| All | +45.2% | -4.3% | +49.4% | +37.4% |
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