-28.7%
COMP vs WYNN
-10.4%
-18.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.8% |
| 7D | +0.8% | -1.4% | +2.3% | +1.8% |
| 30D | -13.9% | -11.8% | -2.1% | -6.3% |
| 3M | +30.7% | -15.8% | +46.5% | +46.4% |
| 6M | +18.7% | -10.7% | +29.4% | +28.6% |
| YTD | +1.0% | -24.5% | +25.5% | +22.0% |
| 1Y | +15.1% | -25.0% | +40.1% | +37.2% |
| 3Y | +219.8% | -1.8% | +221.5% | +195.0% |
| 5Y | -28.7% | -10.0% | -18.6% | -38.2% |
| All | -28.7% | -10.4% | -18.3% | -38.2% |
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