+39.9%
ELV vs WYNN
-32.5%
+72.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.1% | -1.1% | +4.4% |
| 7D | +4.8% | +15.4% | -10.6% | +3.6% |
| 30D | +10.1% | +6.8% | +3.3% | +9.4% |
| 3M | +15.4% | -15.4% | +30.7% | +16.1% |
| 6M | +17.7% | -20.0% | +37.7% | +19.4% |
| YTD | +25.7% | -31.0% | +56.7% | +28.6% |
| 1Y | +39.9% | -31.5% | +71.3% | +43.1% |
| All | +39.9% | -32.5% | +72.3% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling