-24.8%
AR vs WYNN
-29.5%
+4.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.8% |
| 7D | -1.2% | -1.4% | +0.2% | -0.8% |
| 30D | +5.5% | -11.8% | +17.3% | +9.5% |
| 3M | +12.9% | -15.8% | +28.7% | +18.4% |
| 6M | +0.1% | -10.7% | +10.8% | +2.2% |
| YTD | +13.5% | -24.5% | +38.0% | +21.7% |
| 1Y | +21.6% | -25.0% | +46.6% | +29.7% |
| 3Y | +46.0% | -1.8% | +47.7% | +38.0% |
| 5Y | +143.7% | -10.0% | +153.8% | +123.6% |
| 10Y | +44.3% | +3.2% | +41.1% | +15.8% |
| All | -24.8% | -29.5% | +4.7% | -37.9% |
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