+672.3%
AU vs WYNN
+1.1%
+671.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -4.3% | -4.2% | -0.1% | -4.0% |
| 30D | +7.3% | -14.6% | +21.9% | +8.4% |
| 3M | +26.3% | -18.4% | +44.7% | +27.9% |
| 6M | +1.8% | -11.9% | +13.7% | +2.5% |
| YTD | +26.8% | -26.6% | +53.4% | +29.0% |
| 1Y | +66.7% | -28.5% | +95.2% | +69.7% |
| 3Y | +579.1% | -5.1% | +584.2% | +574.9% |
| 5Y | +689.3% | -10.5% | +699.8% | +672.2% |
| All | +672.3% | +1.1% | +671.1% | +589.4% |
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