-15.3%
ECHO vs WYNN
-12.7%
-2.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.9% |
| 7D | +2.3% | -3.4% | +5.7% | +2.8% |
| 30D | +4.4% | -15.4% | +19.8% | +6.6% |
| 3M | -20.3% | -15.8% | -4.5% | -17.8% |
| 6M | -15.3% | -13.5% | -1.9% | -12.7% |
| All | -15.3% | -12.7% | -2.7% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling