+842.3%
EEM vs WYNN
+923.6%
-81.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -1.3% | -4.2% | +2.9% | -0.1% |
| 30D | +2.1% | -14.6% | +16.7% | +6.6% |
| 3M | +1.0% | -18.4% | +19.4% | +6.6% |
| 6M | +15.9% | -11.9% | +27.8% | +19.7% |
| YTD | +24.6% | -26.6% | +51.2% | +34.8% |
| 1Y | +32.3% | -28.5% | +60.8% | +43.2% |
| 3Y | +85.9% | -5.1% | +91.0% | +80.8% |
| 5Y | +45.4% | -10.5% | +55.9% | +36.4% |
| 10Y | +130.1% | +0.3% | +129.8% | +76.7% |
| All | +842.3% | +923.6% | -81.3% | +271.9% |
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