+58.2%
CAPR vs WYNN
-26.4%
+84.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.0% | -3.9% | +1.9% | -3.1% |
| 30D | +139.2% | -9.3% | +148.5% | +133.6% |
| 3M | -66.4% | -11.4% | -54.9% | -66.4% |
| 6M | -63.1% | -11.0% | -52.2% | -63.2% |
| YTD | -67.4% | -23.4% | -44.1% | -68.0% |
| 1Y | +58.2% | -24.8% | +83.1% | +48.3% |
| All | +58.2% | -26.4% | +84.6% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling