-37.1%
DOW vs WYNN
-11.0%
-26.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.8% |
| 7D | -1.4% | -4.2% | +2.8% | -0.2% |
| 30D | -3.9% | -14.6% | +10.7% | +0.5% |
| 3M | -12.7% | -18.4% | +5.7% | -7.7% |
| 6M | -13.7% | -11.9% | -1.8% | -11.6% |
| YTD | +28.4% | -26.6% | +55.0% | +39.1% |
| 1Y | +21.8% | -28.5% | +50.3% | +32.3% |
| 3Y | -35.7% | -5.1% | -30.6% | -37.9% |
| All | -37.1% | -11.0% | -26.2% | -40.2% |
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 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