-60.8%
EOSE vs WYNN
+22.1%
-82.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +1.8% | -4.2% | +6.0% | +4.0% |
| 30D | -6.8% | -14.6% | +7.8% | +0.6% |
| 3M | -36.3% | -18.4% | -17.9% | -30.1% |
| 6M | -38.8% | -11.9% | -26.8% | -35.6% |
| YTD | -65.5% | -26.6% | -38.9% | -60.7% |
| 1Y | -45.3% | -28.5% | -16.8% | -37.6% |
| 3Y | +44.2% | -5.1% | +49.3% | +34.6% |
| 5Y | -69.5% | -10.5% | -59.0% | -73.7% |
| All | -60.8% | +22.1% | -82.9% | -61.8% |
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