+75.5%
CAPR vs WYNN
-11.0%
+86.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -11.0% | -4.2% | -6.8% | -10.1% |
| 30D | +99.8% | -14.6% | +114.4% | +106.2% |
| 3M | -66.6% | -18.4% | -48.2% | -65.6% |
| 6M | -75.1% | -11.9% | -63.2% | -74.9% |
| YTD | -71.0% | -26.6% | -44.4% | -69.5% |
| 1Y | +30.0% | -28.5% | +58.5% | +37.0% |
| 3Y | +29.0% | -5.1% | +34.1% | +19.4% |
| All | +75.5% | -11.0% | +86.5% | +60.9% |
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