-33.1%
EL vs WYNN
-5.1%
-28.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -6.5% | -4.2% | -2.3% | -4.5% |
| 30D | +11.1% | -14.6% | +25.8% | +19.9% |
| 3M | +10.7% | -18.4% | +29.1% | +22.0% |
| 6M | +6.9% | -11.9% | +18.8% | +12.7% |
| YTD | -6.3% | -26.6% | +20.3% | +8.2% |
| 1Y | +13.5% | -28.5% | +42.0% | +30.7% |
| 3Y | -33.1% | -5.1% | -27.9% | -40.9% |
| All | -33.1% | -5.1% | -28.0% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling