-28.5%
ELF vs WYNN
-5.1%
-23.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -11.6% | -4.2% | -7.4% | -9.7% |
| 30D | +4.6% | -14.6% | +19.3% | +12.8% |
| 3M | +59.7% | -18.4% | +78.1% | +75.7% |
| 6M | +21.2% | -11.9% | +33.1% | +28.0% |
| YTD | +27.4% | -26.6% | +54.0% | +47.3% |
| 1Y | -29.8% | -28.5% | -1.3% | -18.3% |
| 3Y | -28.5% | -5.1% | -23.3% | -33.4% |
| All | -28.5% | -5.1% | -23.4% | -33.4% |
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 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