+293.6%
ELF vs WYNN
+0.2%
+293.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.1% |
| 7D | -1.2% | +1.8% | -3.0% | -1.8% |
| 30D | +5.9% | -9.8% | +15.8% | +9.5% |
| 3M | +99.5% | -11.8% | +111.3% | +107.5% |
| 6M | +26.5% | -8.8% | +35.3% | +29.9% |
| YTD | +37.2% | -22.8% | +60.0% | +49.2% |
| 1Y | -24.4% | -24.1% | -0.3% | -17.6% |
| 3Y | -23.3% | +0.4% | -23.7% | -25.0% |
| 5Y | +245.2% | -8.7% | +253.8% | +229.1% |
| All | +293.6% | +0.2% | +293.4% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling