+24.9%
ESI vs WYNN
-32.5%
+57.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.1% | -10.7% | -5.8% |
| 7D | -6.6% | +15.4% | -22.0% | -9.5% |
| 30D | -10.9% | +6.8% | -17.7% | -12.1% |
| 3M | -13.8% | -15.4% | +1.6% | -9.6% |
| 6M | -21.5% | -20.0% | -1.6% | -16.5% |
| YTD | +34.7% | -31.0% | +65.7% | +49.1% |
| 1Y | +24.9% | -31.5% | +56.4% | +35.2% |
| All | +24.9% | -32.5% | +57.3% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling