+367.4%
EAT vs WYNN
+1.1%
+366.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -7.7% | -4.2% | -3.5% | -5.7% |
| 30D | -13.6% | -14.6% | +1.0% | -6.5% |
| 3M | +33.9% | -18.4% | +52.3% | +47.5% |
| 6M | +47.2% | -11.9% | +59.1% | +56.3% |
| YTD | +48.1% | -26.6% | +74.6% | +71.4% |
| 1Y | +33.7% | -28.5% | +62.2% | +54.6% |
| 3Y | +595.8% | -5.1% | +600.9% | +557.9% |
| 5Y | +314.4% | -10.5% | +324.9% | +278.1% |
| All | +367.4% | +1.1% | +366.3% | +279.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling