+156.3%
ECL vs WYNN
+1.1%
+155.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -1.1% | -4.2% | +3.1% | -0.3% |
| 30D | -0.8% | -14.6% | +13.8% | +2.2% |
| 3M | +5.0% | -18.4% | +23.5% | +9.1% |
| 6M | +0.2% | -11.9% | +12.2% | +2.5% |
| YTD | +5.8% | -26.6% | +32.4% | +11.7% |
| 1Y | +1.5% | -28.5% | +30.1% | +7.4% |
| 3Y | +55.0% | -5.1% | +60.1% | +51.4% |
| 5Y | +29.3% | -10.5% | +39.8% | +22.8% |
| All | +156.3% | +1.1% | +155.2% | +124.7% |
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 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