+47.3%
AR vs WYNN
-5.1%
+52.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -2.5% | -4.2% | +1.7% | -1.8% |
| 30D | +2.5% | -14.6% | +17.2% | +5.1% |
| 3M | +12.3% | -18.4% | +30.7% | +15.9% |
| 6M | -3.1% | -11.9% | +8.8% | -1.9% |
| YTD | +11.5% | -26.6% | +38.1% | +17.4% |
| 1Y | +17.0% | -28.5% | +45.6% | +23.2% |
| 3Y | +47.3% | -5.1% | +52.4% | +38.5% |
| All | +47.3% | -5.1% | +52.4% | +38.5% |
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