+69.4%
EMR vs WYNN
-11.0%
+80.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -0.4% | -4.2% | +3.8% | +0.7% |
| 30D | -6.8% | -14.6% | +7.8% | -2.9% |
| 3M | +7.5% | -18.4% | +25.9% | +13.1% |
| 6M | +9.9% | -11.9% | +21.8% | +13.3% |
| YTD | +16.0% | -26.6% | +42.6% | +25.0% |
| 1Y | +12.4% | -28.5% | +41.0% | +21.2% |
| 3Y | +60.2% | -5.1% | +65.4% | +56.6% |
| All | +69.4% | -11.0% | +80.4% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling