+32.3%
DIS vs WYNN
-4.3%
+36.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.3% |
| 7D | -1.3% | -3.4% | +2.2% | -0.1% |
| 30D | +2.2% | -15.4% | +17.6% | +8.2% |
| 3M | +8.1% | -15.8% | +23.9% | +14.5% |
| 6M | +5.2% | -13.5% | +18.7% | +10.2% |
| YTD | -6.3% | -26.0% | +19.7% | +3.2% |
| 1Y | -7.3% | -27.4% | +20.1% | +1.7% |
| All | +32.3% | -4.3% | +36.5% | +23.5% |
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