+953.3%
ASX vs WYNN
+1.1%
+952.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +5.2% | -4.2% | +9.4% | +6.6% |
| 30D | +0.5% | -14.6% | +15.1% | +5.2% |
| 3M | +8.3% | -18.4% | +26.7% | +14.7% |
| 6M | +82.0% | -11.9% | +94.0% | +88.1% |
| YTD | +147.6% | -26.6% | +174.2% | +169.1% |
| 1Y | +258.8% | -28.5% | +287.4% | +290.4% |
| 3Y | +452.1% | -5.1% | +457.2% | +439.1% |
| 5Y | +441.7% | -10.5% | +452.2% | +414.6% |
| All | +953.3% | +1.1% | +952.1% | +745.3% |
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