+6,446.3%
EME vs WYNN
+1,166.9%
+5,279.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | +3.5% | -4.2% | +7.7% | +4.9% |
| 30D | -6.3% | -14.6% | +8.3% | -1.8% |
| 3M | -3.8% | -18.4% | +14.7% | +2.1% |
| 6M | +8.5% | -11.9% | +20.4% | +12.3% |
| YTD | +27.8% | -26.6% | +54.4% | +39.1% |
| 1Y | +22.2% | -28.5% | +50.8% | +33.4% |
| 3Y | +253.5% | -5.1% | +258.6% | +244.3% |
| 5Y | +578.6% | -10.5% | +589.1% | +531.6% |
| 10Y | +1,355.6% | +0.3% | +1,355.3% | +1,010.9% |
| All | +6,446.3% | +1,166.9% | +5,279.4% | +2,474.2% |
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