+963.4%
ES vs WYNN
+1,232.2%
-268.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +1.4% | +1.8% | -0.4% | +1.2% |
| 30D | -1.2% | -9.8% | +8.7% | -0.3% |
| 3M | +5.0% | -11.8% | +16.8% | +6.1% |
| 6M | -2.8% | -8.8% | +6.0% | -2.2% |
| YTD | +8.6% | -22.8% | +31.4% | +10.7% |
| 1Y | +18.9% | -24.1% | +43.1% | +21.3% |
| 3Y | +32.1% | +0.4% | +31.7% | +30.3% |
| 5Y | -5.1% | -8.7% | +3.6% | -7.4% |
| 10Y | +84.2% | +8.3% | +75.9% | +65.1% |
| All | +963.4% | +1,232.2% | -268.8% | +624.6% |
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