+109.5%
AS vs WYNN
-6.3%
+115.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.9% |
| 7D | -4.9% | -4.2% | -0.7% | -2.7% |
| 30D | -15.0% | -14.6% | -0.4% | -7.4% |
| 3M | -21.2% | -18.4% | -2.7% | -12.1% |
| 6M | -16.0% | -11.9% | -4.0% | -10.0% |
| YTD | -24.8% | -26.6% | +1.7% | -11.8% |
| 1Y | -24.1% | -28.5% | +4.5% | -10.6% |
| All | +109.5% | -6.3% | +115.8% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling