+65.9%
BLK vs WYNN
-5.1%
+70.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -3.3% | -4.2% | +0.9% | -2.2% |
| 30D | -6.5% | -14.6% | +8.1% | -2.7% |
| 3M | +6.7% | -18.4% | +25.2% | +12.3% |
| 6M | +14.7% | -11.9% | +26.6% | +17.9% |
| YTD | +2.5% | -26.6% | +29.1% | +10.3% |
| 1Y | -2.8% | -28.5% | +25.8% | +4.6% |
| 3Y | +65.9% | -5.1% | +71.0% | +54.4% |
| All | +65.9% | -5.1% | +70.9% | +54.4% |
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