-70.3%
ENPH vs WYNN
-5.1%
-65.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -0.1% | -4.2% | +4.1% | +2.1% |
| 30D | -10.8% | -14.6% | +3.8% | -3.9% |
| 3M | -33.8% | -18.4% | -15.4% | -27.1% |
| 6M | -16.1% | -11.9% | -4.2% | -11.5% |
| YTD | +13.4% | -26.6% | +40.0% | +30.6% |
| 1Y | -2.6% | -28.5% | +25.9% | +12.4% |
| 3Y | -70.3% | -5.1% | -65.1% | -71.9% |
| All | -70.3% | -5.1% | -65.2% | -71.9% |
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