+33.6%
ECHO vs WYNN
-26.4%
+60.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | -3.9% | +7.3% | +4.3% |
| 30D | +2.4% | -9.3% | +11.6% | +4.6% |
| 3M | -28.0% | -11.4% | -16.5% | -25.8% |
| 6M | -21.2% | -11.0% | -10.3% | -19.2% |
| YTD | -17.4% | -23.4% | +6.0% | -11.3% |
| 1Y | +33.6% | -24.8% | +58.4% | +44.2% |
| All | +33.6% | -26.4% | +60.0% | +44.2% |
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 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