+771.0%
EFX vs WYNN
+1,166.9%
-395.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -4.5% | -4.2% | -0.4% | -3.7% |
| 30D | -6.1% | -14.6% | +8.5% | -3.1% |
| 3M | +6.2% | -18.4% | +24.6% | +10.5% |
| 6M | -11.2% | -11.9% | +0.7% | -9.2% |
| YTD | -21.4% | -26.6% | +5.2% | -16.7% |
| 1Y | -34.3% | -28.5% | -5.8% | -30.3% |
| 3Y | -12.5% | -5.1% | -7.4% | -13.7% |
| 5Y | -35.6% | -10.5% | -25.1% | -38.0% |
| 10Y | +41.8% | +0.3% | +41.5% | +18.4% |
| All | +771.0% | +1,166.9% | -395.9% | +323.2% |
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