+22.3%
EL vs WYNN
-32.5%
+54.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.1% | +0.3% | +4.1% |
| 7D | +2.5% | +15.4% | -12.9% | -2.6% |
| 30D | +20.1% | +6.8% | +13.3% | +17.3% |
| 3M | +29.3% | -15.4% | +44.7% | +36.9% |
| 6M | +38.8% | -20.0% | +58.7% | +50.1% |
| YTD | +8.1% | -31.0% | +39.1% | +21.4% |
| 1Y | +22.3% | -31.5% | +53.8% | +35.4% |
| All | +22.3% | -32.5% | +54.8% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling