+128.5%
AWK vs WYNN
+1.1%
+127.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -2.1% | -4.2% | +2.1% | -2.0% |
| 30D | +2.1% | -14.6% | +16.7% | +2.7% |
| 3M | +11.4% | -18.4% | +29.8% | +12.3% |
| 6M | +3.9% | -11.9% | +15.8% | +4.3% |
| YTD | +7.7% | -26.6% | +34.3% | +8.9% |
| 1Y | +1.3% | -28.5% | +29.8% | +2.5% |
| 3Y | +7.2% | -5.1% | +12.3% | +6.3% |
| 5Y | -17.0% | -10.5% | -6.5% | -18.5% |
| All | +128.5% | +1.1% | +127.4% | +115.2% |
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