-78.7%
CAPR vs WYNN
+1.1%
-79.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | -11.0% | -4.2% | -6.8% | -9.5% |
| 30D | +99.8% | -14.6% | +114.4% | +111.0% |
| 3M | -66.6% | -18.4% | -48.2% | -65.0% |
| 6M | -75.1% | -11.9% | -63.2% | -74.7% |
| YTD | -71.0% | -26.6% | -44.4% | -68.6% |
| 1Y | +30.0% | -28.5% | +58.5% | +41.2% |
| 3Y | +29.0% | -5.1% | +34.1% | +18.9% |
| 5Y | +70.8% | -10.5% | +81.3% | +48.9% |
| All | -78.7% | +1.1% | -79.8% | -84.6% |
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