+1,523.8%
EAT vs WYNN
+1,177.3%
+346.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | -6.2% | -3.4% | -2.8% | -5.0% |
| 30D | -3.0% | -15.4% | +12.4% | +3.0% |
| 3M | +45.6% | -15.8% | +61.4% | +54.7% |
| 6M | +53.5% | -13.5% | +67.0% | +61.7% |
| YTD | +49.6% | -26.0% | +75.6% | +66.3% |
| 1Y | +38.9% | -27.4% | +66.3% | +54.1% |
| 3Y | +589.7% | -3.7% | +593.4% | +566.6% |
| 5Y | +318.7% | -9.8% | +328.4% | +299.7% |
| 10Y | +380.1% | +1.1% | +379.0% | +316.6% |
| All | +1,523.8% | +1,177.3% | +346.6% | +660.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling