+274.0%
C vs WYNN
-4.3%
+278.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | +0.3% | -3.4% | +3.7% | +1.4% |
| 30D | +2.0% | -15.4% | +17.4% | +7.6% |
| 3M | +4.4% | -15.8% | +20.2% | +10.1% |
| 6M | +28.3% | -13.5% | +41.8% | +33.9% |
| YTD | +20.5% | -26.0% | +46.5% | +31.8% |
| 1Y | +45.5% | -27.4% | +72.9% | +58.7% |
| All | +274.0% | -4.3% | +278.3% | +248.9% |
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 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