-68.5%
EL vs WYNN
-11.0%
-57.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -6.5% | -4.2% | -2.3% | -4.7% |
| 30D | +11.1% | -14.6% | +25.8% | +18.8% |
| 3M | +10.7% | -18.4% | +29.1% | +20.5% |
| 6M | +6.9% | -11.9% | +18.8% | +12.1% |
| YTD | -6.3% | -26.6% | +20.3% | +6.1% |
| 1Y | +13.5% | -28.5% | +42.0% | +28.5% |
| 3Y | -33.1% | -5.1% | -27.9% | -35.0% |
| All | -68.5% | -11.0% | -57.5% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling