+1,375.0%
ECL vs WYNN
+1,203.4%
+171.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.7% |
| 7D | -2.7% | -1.4% | -1.3% | -2.5% |
| 30D | -4.3% | -11.8% | +7.5% | -2.1% |
| 3M | +3.2% | -15.8% | +19.0% | +6.3% |
| 6M | -2.9% | -10.7% | +7.8% | -1.1% |
| YTD | +4.3% | -24.5% | +28.7% | +9.2% |
| 1Y | +1.6% | -25.0% | +26.7% | +6.2% |
| 3Y | +54.3% | -1.8% | +56.0% | +50.2% |
| 5Y | +26.5% | -10.0% | +36.5% | +20.9% |
| 10Y | +155.6% | +3.2% | +152.4% | +116.8% |
| All | +1,375.0% | +1,203.4% | +171.6% | +689.2% |
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 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