+51.9%
DOW vs WYNN
-32.5%
+84.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.1% | -9.3% | -3.5% |
| 7D | -4.2% | +15.4% | -19.6% | -5.1% |
| 30D | +14.7% | +6.8% | +7.9% | +14.3% |
| 3M | +9.1% | -15.4% | +24.5% | +10.8% |
| 6M | -17.7% | -20.0% | +2.3% | -15.7% |
| YTD | +44.6% | -31.0% | +75.7% | +58.7% |
| 1Y | +51.9% | -31.5% | +83.4% | +66.8% |
| All | +51.9% | -32.5% | +84.4% | +66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling