+29.1%
EMB vs WYNN
-5.1%
+34.2%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -1.2% | -4.2% | +3.0% | -0.9% |
| 30D | -1.3% | -14.6% | +13.4% | -0.3% |
| 3M | -1.8% | -18.4% | +16.6% | -0.6% |
| 6M | +0.2% | -11.9% | +12.1% | +0.9% |
| YTD | +0.4% | -26.6% | +27.0% | +2.1% |
| 1Y | +2.8% | -28.5% | +31.4% | +4.6% |
| 3Y | +29.1% | -5.1% | +34.3% | +26.9% |
| All | +29.1% | -5.1% | +34.2% | +26.9% |
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