-42.8%
ETHA vs WYNN
-28.3%
-14.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.5% |
| 7D | +3.5% | -4.2% | +7.7% | +4.8% |
| 30D | +35.3% | -14.6% | +49.9% | +41.9% |
| 3M | +50.9% | -18.4% | +69.3% | +60.6% |
| 6M | +22.1% | -11.9% | +34.0% | +26.0% |
| YTD | -14.6% | -26.6% | +12.0% | -6.3% |
| 1Y | -42.8% | -28.5% | -14.3% | -36.1% |
| All | -42.8% | -28.3% | -14.5% | -36.1% |
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