+133.5%
C vs WYNN
-11.0%
+144.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.8% | -4.2% | +5.0% | +2.0% |
| 30D | +0.9% | -14.6% | +15.5% | +5.5% |
| 3M | +1.1% | -18.4% | +19.5% | +6.9% |
| 6M | +28.4% | -11.9% | +40.3% | +32.7% |
| YTD | +20.8% | -26.6% | +47.3% | +31.2% |
| 1Y | +43.4% | -28.5% | +72.0% | +55.9% |
| 3Y | +274.9% | -5.1% | +280.0% | +265.0% |
| All | +133.5% | -11.0% | +144.5% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling