-49.7%
COMP vs WYNN
-27.8%
-21.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.1% | -3.8% |
| 7D | -8.4% | -3.4% | -5.0% | -6.3% |
| 30D | -20.2% | -15.4% | -4.8% | -10.9% |
| 3M | +28.1% | -15.8% | +43.9% | +42.7% |
| 6M | +14.9% | -13.5% | +28.3% | +26.7% |
| YTD | -4.2% | -26.0% | +21.8% | +16.5% |
| 1Y | +10.2% | -27.4% | +37.6% | +33.4% |
| 3Y | +203.3% | -3.7% | +207.0% | +186.5% |
| 5Y | -29.2% | -9.8% | -19.5% | -38.1% |
| All | -49.7% | -27.8% | -21.9% | -53.6% |
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