+29.4%
B vs WYNN
-32.5%
+61.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.1% | +2.3% | +6.5% |
| 7D | +1.1% | +15.4% | -14.3% | -2.9% |
| 30D | +0.3% | +6.8% | -6.4% | -1.6% |
| 3M | +5.4% | -15.4% | +20.8% | +10.0% |
| 6M | +5.5% | -20.0% | +25.5% | +11.3% |
| YTD | -6.3% | -31.0% | +24.7% | +3.9% |
| 1Y | +29.4% | -31.5% | +60.8% | +41.7% |
| All | +29.4% | -32.5% | +61.8% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling