+1,133.3%
EIX vs WYNN
+1,166.9%
-33.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -1.4% | -4.2% | +2.8% | -0.8% |
| 30D | -19.3% | -14.6% | -4.7% | -17.6% |
| 3M | -21.7% | -18.4% | -3.3% | -19.6% |
| 6M | -19.8% | -11.9% | -7.9% | -18.6% |
| YTD | -3.0% | -26.6% | +23.5% | +0.4% |
| 1Y | +5.1% | -28.5% | +33.6% | +8.9% |
| 3Y | -7.0% | -5.1% | -1.8% | -8.1% |
| 5Y | +22.0% | -10.5% | +32.5% | +18.0% |
| 10Y | +19.8% | +0.3% | +19.6% | +6.3% |
| All | +1,133.3% | +1,166.9% | -33.6% | +776.8% |
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