+247.8%
ECHO vs WYNN
+31.5%
+216.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | +2.3% | -3.4% | +5.7% | +3.1% |
| 30D | +4.4% | -15.4% | +19.8% | +8.4% |
| 3M | -20.3% | -15.8% | -4.5% | -17.2% |
| 6M | -15.3% | -13.5% | -1.9% | -12.9% |
| YTD | -15.5% | -26.0% | +10.5% | -10.0% |
| 1Y | +15.0% | -27.4% | +42.4% | +22.5% |
| 3Y | +409.1% | -3.7% | +412.9% | +403.2% |
| 5Y | +260.6% | -9.8% | +270.4% | +247.5% |
| 10Y | +193.0% | +1.1% | +191.9% | +152.4% |
| All | +247.8% | +31.5% | +216.3% | +133.8% |
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