+664.7%
D vs WYNN
+1,203.4%
-538.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -0.4% | -1.4% | +1.0% | -0.3% |
| 30D | -2.1% | -11.8% | +9.7% | -1.1% |
| 3M | -0.7% | -15.8% | +15.1% | +0.6% |
| 6M | +5.6% | -10.7% | +16.3% | +6.3% |
| YTD | +14.6% | -24.5% | +39.0% | +16.9% |
| 1Y | +15.3% | -25.0% | +40.4% | +17.5% |
| 3Y | +59.1% | -1.8% | +60.9% | +57.1% |
| 5Y | +3.9% | -10.0% | +13.9% | +1.5% |
| 10Y | +38.5% | +3.2% | +35.3% | +25.8% |
| All | +664.7% | +1,203.4% | -538.7% | +434.1% |
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