+265.7%
ELF vs WYNN
-4.7%
+270.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -11.6% | -4.2% | -7.4% | -10.3% |
| 30D | +4.6% | -14.6% | +19.3% | +10.2% |
| 3M | +59.7% | -18.4% | +78.1% | +70.5% |
| 6M | +21.2% | -11.9% | +33.1% | +26.0% |
| YTD | +27.4% | -26.6% | +54.0% | +41.1% |
| 1Y | -29.8% | -28.5% | -1.3% | -21.8% |
| 3Y | -28.5% | -5.1% | -23.3% | -28.6% |
| 5Y | +220.0% | -10.5% | +230.5% | +207.6% |
| All | +265.7% | -4.7% | +270.4% | +210.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling