+189.0%
B vs WYNN
-4.3%
+193.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.2% |
| 7D | -5.0% | -3.4% | -1.6% | -4.5% |
| 30D | +8.7% | -15.4% | +24.1% | +11.4% |
| 3M | +17.3% | -15.8% | +33.1% | +20.2% |
| 6M | -5.0% | -13.5% | +8.4% | -3.3% |
| YTD | +1.4% | -26.0% | +27.4% | +5.4% |
| 1Y | +50.5% | -27.4% | +77.9% | +56.4% |
| All | +189.0% | -4.3% | +193.3% | +183.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling