-98.1%
CAPR vs WYNN
+53.1%
-151.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.5% | -4.2% |
| 7D | -12.6% | -1.4% | -11.2% | -12.4% |
| 30D | +124.4% | -11.8% | +136.2% | +130.0% |
| 3M | -66.8% | -15.8% | -51.0% | -66.1% |
| 6M | -71.8% | -10.7% | -61.1% | -71.6% |
| YTD | -70.1% | -24.5% | -45.6% | -68.8% |
| 1Y | +33.3% | -25.0% | +58.4% | +38.7% |
| 3Y | +36.7% | -1.8% | +38.5% | +30.9% |
| 5Y | +72.5% | -10.0% | +82.5% | +62.1% |
| 10Y | -77.3% | +3.2% | -80.4% | -80.7% |
| All | -98.1% | +53.1% | -151.2% | -98.3% |
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