+5.3%
D vs WYNN
-11.0%
+16.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -1.0% |
| 7D | -2.2% | -4.2% | +1.9% | -2.0% |
| 30D | -4.5% | -14.6% | +10.2% | -3.7% |
| 3M | -2.5% | -18.4% | +15.9% | -1.5% |
| 6M | +5.5% | -11.9% | +17.5% | +6.1% |
| YTD | +13.3% | -26.6% | +39.9% | +15.0% |
| 1Y | +11.8% | -28.5% | +40.4% | +13.6% |
| 3Y | +56.7% | -5.1% | +61.8% | +55.0% |
| All | +5.3% | -11.0% | +16.3% | +2.6% |
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 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