-32.5%
C vs WYNN
+1,203.4%
-1,236.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.7% |
| 7D | +2.6% | -1.4% | +4.0% | +3.1% |
| 30D | +1.9% | -11.8% | +13.7% | +7.1% |
| 3M | +2.8% | -15.8% | +18.6% | +9.8% |
| 6M | +30.6% | -10.7% | +41.3% | +36.0% |
| YTD | +19.9% | -24.5% | +44.3% | +33.3% |
| 1Y | +44.6% | -25.0% | +69.6% | +59.5% |
| 3Y | +272.1% | -1.8% | +273.9% | +254.1% |
| 5Y | +132.0% | -10.0% | +142.0% | +110.1% |
| 10Y | +294.7% | +3.2% | +291.5% | +179.7% |
| All | -32.5% | +1,203.4% | -1,236.0% | -80.3% |
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