+201.4%
B vs WYNN
+1.1%
+200.3%
-53.9%
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% | +0.5% |
| 7D | -2.4% | -4.2% | +1.8% | -2.2% |
| 30D | +6.3% | -14.6% | +21.0% | +7.1% |
| 3M | +12.1% | -18.4% | +30.6% | +13.2% |
| 6M | -3.1% | -11.9% | +8.8% | -2.6% |
| YTD | +2.0% | -26.6% | +28.5% | +3.3% |
| 1Y | +51.7% | -28.5% | +80.2% | +53.7% |
| 3Y | +190.5% | -5.1% | +195.6% | +189.5% |
| 5Y | +158.0% | -10.5% | +168.5% | +155.1% |
| All | +201.4% | +1.1% | +200.3% | +175.3% |
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