+1,439.2%
ELV vs WYNN
+1,166.9%
+272.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +3.2% | -4.2% | +7.4% | +3.9% |
| 30D | +5.4% | -14.6% | +20.0% | +8.1% |
| 3M | +5.4% | -18.4% | +23.8% | +8.7% |
| 6M | +45.7% | -11.9% | +57.6% | +48.1% |
| YTD | +21.2% | -26.6% | +47.8% | +26.8% |
| 1Y | +35.6% | -28.5% | +64.1% | +41.9% |
| 3Y | -2.0% | -5.1% | +3.1% | -4.3% |
| 5Y | +26.0% | -10.5% | +36.5% | +19.4% |
| 10Y | +278.7% | +0.3% | +278.4% | +219.5% |
| All | +1,439.2% | +1,166.9% | +272.3% | +723.0% |
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