+267.8%
ALLE vs WYNN
-32.0%
+299.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +2.8% | +1.8% | +1.0% | +2.4% |
| 30D | -7.6% | -9.8% | +2.2% | -5.7% |
| 3M | +22.8% | -11.8% | +34.6% | +25.8% |
| 6M | +4.6% | -8.8% | +13.4% | +6.3% |
| YTD | -1.2% | -22.8% | +21.6% | +3.6% |
| 1Y | -9.1% | -24.1% | +15.0% | -4.8% |
| 3Y | +50.0% | +0.4% | +49.6% | +45.9% |
| 5Y | +15.2% | -8.7% | +23.9% | +10.1% |
| 10Y | +151.1% | +8.3% | +142.8% | +114.3% |
| All | +267.8% | -32.0% | +299.8% | +226.6% |
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 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