+585.1%
ED vs WYNN
+1,177.3%
-592.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | -1.9% | -3.4% | +1.6% | -1.7% |
| 30D | +0.1% | -15.4% | +15.5% | +0.9% |
| 3M | 0.0% | -15.8% | +15.8% | +0.8% |
| 6M | -2.5% | -13.5% | +11.0% | -1.9% |
| YTD | +10.1% | -26.0% | +36.1% | +11.6% |
| 1Y | +13.6% | -27.4% | +41.0% | +15.1% |
| 3Y | +32.4% | -3.7% | +36.2% | +31.2% |
| 5Y | +69.9% | -9.8% | +79.6% | +66.6% |
| 10Y | +109.2% | +1.1% | +108.1% | +94.4% |
| All | +585.1% | +1,177.3% | -592.2% | +416.3% |
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