+30.9%
ET vs WYNN
-26.4%
+57.3%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | -3.9% | +4.8% | +0.7% |
| 30D | +7.5% | -9.3% | +16.8% | +7.1% |
| 3M | +11.4% | -11.4% | +22.8% | +11.0% |
| 6M | +18.5% | -11.0% | +29.5% | +18.3% |
| YTD | +37.4% | -23.4% | +60.8% | +37.5% |
| 1Y | +30.9% | -24.8% | +55.7% | +31.4% |
| All | +30.9% | -26.4% | +57.3% | +31.4% |
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 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