+238.8%
EQX vs WYNN
-1.6%
+240.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.7% |
| 7D | -3.2% | -4.2% | +1.0% | -2.7% |
| 30D | +7.8% | -14.6% | +22.4% | +9.8% |
| 3M | +21.3% | -18.4% | +39.7% | +24.3% |
| 6M | -22.4% | -11.9% | -10.5% | -21.3% |
| YTD | -11.3% | -26.6% | +15.3% | -8.2% |
| 1Y | +13.5% | -28.5% | +42.0% | +17.5% |
| 3Y | +162.1% | -5.1% | +167.3% | +158.4% |
| 5Y | +84.2% | -10.5% | +94.7% | +76.4% |
| All | +238.8% | -1.6% | +240.4% | +229.9% |
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 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