+104.5%
ED vs WYNN
+1.1%
+103.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | -0.8% | -4.2% | +3.4% | -0.7% |
| 30D | -0.4% | -14.6% | +14.2% | -0.2% |
| 3M | +0.5% | -18.4% | +18.9% | +0.7% |
| 6M | -3.1% | -11.9% | +8.8% | -3.0% |
| YTD | +9.8% | -26.6% | +36.4% | +10.3% |
| 1Y | +12.6% | -28.5% | +41.1% | +13.0% |
| 3Y | +31.4% | -5.1% | +36.5% | +30.8% |
| 5Y | +69.4% | -10.5% | +79.9% | +68.0% |
| All | +104.5% | +1.1% | +103.3% | +102.0% |
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 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