-27.0%
ETHA vs WYNN
+7.8%
-34.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.6% |
| 7D | +3.5% | -4.2% | +7.7% | +5.6% |
| 30D | +35.3% | -14.6% | +49.9% | +46.0% |
| 3M | +50.9% | -18.4% | +69.3% | +66.2% |
| 6M | +22.1% | -11.9% | +34.0% | +28.5% |
| YTD | -14.6% | -26.6% | +12.0% | -1.1% |
| 1Y | -42.8% | -28.5% | -14.3% | -33.5% |
| All | -27.0% | +7.8% | -34.8% | -41.4% |
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 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