+27.9%
CAPR vs WYNN
-4.3%
+32.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.7% |
| 7D | -10.6% | -3.4% | -7.1% | -10.1% |
| 30D | +111.2% | -15.4% | +126.6% | +115.8% |
| 3M | -67.2% | -15.8% | -51.4% | -66.7% |
| 6M | -75.1% | -13.5% | -61.7% | -74.9% |
| YTD | -71.2% | -26.0% | -45.3% | -70.0% |
| 1Y | +31.1% | -27.4% | +58.5% | +35.9% |
| All | +27.9% | -4.3% | +32.2% | +0.8% |
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