+423.6%
COMP vs WYNN
+2.9%
+420.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +0.3% |
| 7D | 0.0% | +2.3% | -2.3% | -1.3% |
| 30D | +16.6% | +15.4% | +1.2% | +8.4% |
| 3M | -23.5% | -16.7% | -6.8% | -16.0% |
| 6M | +25.7% | -11.1% | +36.9% | +33.2% |
| YTD | -3.4% | -28.8% | +25.4% | +13.9% |
| 1Y | +7.6% | -30.2% | +37.8% | +27.6% |
| 3Y | +423.6% | +3.8% | +419.8% | +380.9% |
| All | +423.6% | +2.9% | +420.7% | +380.9% |
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 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