+110.8%
EAT vs WYNN
-32.5%
+143.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.1% | +0.2% | +3.6% |
| 7D | -0.1% | +15.4% | -15.5% | -6.3% |
| 30D | +13.5% | +6.8% | +6.8% | +10.3% |
| 3M | +1.0% | -15.4% | +16.4% | +9.8% |
| 6M | +57.3% | -20.0% | +77.2% | +76.2% |
| YTD | +53.6% | -31.0% | +84.6% | +84.4% |
| 1Y | +110.8% | -31.5% | +142.3% | +155.0% |
| All | +110.8% | -32.5% | +143.3% | +155.0% |
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