+78.8%
ES vs WYNN
+1.1%
+77.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -3.6% | -4.2% | +0.6% | -3.3% |
| 30D | -4.2% | -14.6% | +10.4% | -3.3% |
| 3M | +0.1% | -18.4% | +18.5% | +1.3% |
| 6M | -6.2% | -11.9% | +5.7% | -5.6% |
| YTD | +4.1% | -26.6% | +30.7% | +5.8% |
| 1Y | +10.2% | -28.5% | +38.7% | +12.1% |
| 3Y | +26.1% | -5.1% | +31.2% | +25.3% |
| 5Y | -5.3% | -10.5% | +5.2% | -6.6% |
| All | +78.8% | +1.1% | +77.7% | +73.4% |
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