+209.6%
ESI vs WYNN
-37.1%
+246.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -4.6% | -4.2% | -0.4% | -3.2% |
| 30D | -10.5% | -14.6% | +4.1% | -5.7% |
| 3M | -19.8% | -18.4% | -1.4% | -14.5% |
| 6M | +5.8% | -11.9% | +17.7% | +9.7% |
| YTD | +38.3% | -26.6% | +64.9% | +52.2% |
| 1Y | +31.5% | -28.5% | +60.0% | +45.1% |
| 3Y | +80.7% | -5.1% | +85.8% | +76.5% |
| 5Y | +69.4% | -10.5% | +79.9% | +60.1% |
| 10Y | +303.8% | +0.3% | +303.5% | +209.3% |
| All | +209.6% | -37.1% | +246.6% | +147.0% |
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