+326.3%
B vs WYNN
+1,203.4%
-877.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | +1.0% | -1.4% | +2.5% | +1.2% |
| 30D | +9.5% | -11.8% | +21.3% | +10.7% |
| 3M | +14.3% | -15.8% | +30.1% | +16.1% |
| 6M | -1.9% | -10.7% | +8.8% | -1.0% |
| YTD | +4.1% | -24.5% | +28.6% | +6.5% |
| 1Y | +56.1% | -25.0% | +81.1% | +59.7% |
| 3Y | +202.0% | -1.8% | +203.8% | +198.6% |
| 5Y | +158.8% | -10.0% | +168.8% | +153.1% |
| 10Y | +211.9% | +3.2% | +208.7% | +177.9% |
| All | +326.3% | +1,203.4% | -877.1% | +154.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling