+88.5%
ENB vs WYNN
+1.1%
+87.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.8% |
| 7D | -4.7% | -4.2% | -0.5% | -3.9% |
| 30D | -5.9% | -14.6% | +8.7% | -3.1% |
| 3M | -14.2% | -18.4% | +4.2% | -11.1% |
| 6M | -8.6% | -11.9% | +3.3% | -6.9% |
| YTD | +3.9% | -26.6% | +30.5% | +9.2% |
| 1Y | +1.8% | -28.5% | +30.3% | +7.0% |
| 3Y | +68.5% | -5.1% | +73.6% | +63.2% |
| 5Y | +62.4% | -10.5% | +72.9% | +52.8% |
| All | +88.5% | +1.1% | +87.4% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling