+29.8%
ECL vs WYNN
-11.0%
+40.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -1.1% | -4.2% | +3.1% | -0.4% |
| 30D | -0.8% | -14.6% | +13.8% | +2.0% |
| 3M | +5.0% | -18.4% | +23.5% | +8.8% |
| 6M | +0.2% | -11.9% | +12.2% | +2.3% |
| YTD | +5.8% | -26.6% | +32.4% | +11.2% |
| 1Y | +1.5% | -28.5% | +30.1% | +6.8% |
| 3Y | +55.0% | -5.1% | +60.1% | +51.2% |
| All | +29.8% | -11.0% | +40.8% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling