+292.4%
C vs WYNN
+1.1%
+291.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.8% | -4.2% | +5.0% | +2.3% |
| 30D | +0.9% | -14.6% | +15.5% | +6.7% |
| 3M | +1.1% | -18.4% | +19.5% | +8.3% |
| 6M | +28.4% | -11.9% | +40.3% | +33.7% |
| YTD | +20.8% | -26.6% | +47.3% | +33.9% |
| 1Y | +43.4% | -28.5% | +72.0% | +59.1% |
| 3Y | +274.9% | -5.1% | +280.0% | +263.8% |
| 5Y | +136.7% | -10.5% | +147.2% | +119.5% |
| All | +292.4% | +1.1% | +291.3% | +229.9% |
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