+26.9%
ES vs WYNN
-4.3%
+31.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.8% |
| 7D | -3.5% | -3.4% | 0.0% | -3.0% |
| 30D | -3.0% | -15.4% | +12.4% | -1.0% |
| 3M | -0.3% | -15.8% | +15.5% | +1.8% |
| 6M | -5.2% | -13.5% | +8.3% | -3.7% |
| YTD | +4.8% | -26.0% | +30.8% | +8.6% |
| 1Y | +12.7% | -27.4% | +40.1% | +16.7% |
| All | +26.9% | -4.3% | +31.2% | +21.5% |
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 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