-30.4%
ELAN vs WYNN
-11.0%
-19.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | -5.4% | -4.2% | -1.2% | -4.0% |
| 30D | +4.7% | -14.6% | +19.3% | +10.6% |
| 3M | -3.7% | -18.4% | +14.7% | +3.3% |
| 6M | -1.2% | -11.9% | +10.7% | +3.3% |
| YTD | +2.4% | -26.6% | +29.0% | +13.5% |
| 1Y | +23.4% | -28.5% | +51.9% | +37.1% |
| 3Y | +96.7% | -5.1% | +101.8% | +91.8% |
| All | -30.4% | -11.0% | -19.4% | -35.7% |
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