-44.8%
COMP vs WYNN
-25.2%
-19.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +1.4% | -3.9% | +5.3% | +4.1% |
| 30D | -13.3% | -9.3% | -4.0% | -7.7% |
| 3M | +41.1% | -11.4% | +52.5% | +52.2% |
| 6M | +17.2% | -11.0% | +28.1% | +26.9% |
| YTD | +5.2% | -23.4% | +28.6% | +24.9% |
| 1Y | +18.9% | -24.8% | +43.7% | +40.6% |
| 3Y | +215.9% | -7.1% | +223.0% | +206.9% |
| 5Y | -31.2% | -5.4% | -25.8% | -41.3% |
| All | -44.8% | -25.2% | -19.6% | -50.2% |
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 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