+190.4%
ETN vs WYNN
-11.0%
+201.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.2% |
| 7D | +3.5% | -4.2% | +7.7% | +4.6% |
| 30D | -7.5% | -14.6% | +7.1% | -3.9% |
| 3M | +8.3% | -18.4% | +26.7% | +13.6% |
| 6M | +20.2% | -11.9% | +32.1% | +23.4% |
| YTD | +34.7% | -26.6% | +61.3% | +44.3% |
| 1Y | +19.4% | -28.5% | +48.0% | +28.3% |
| 3Y | +85.5% | -5.1% | +90.6% | +80.5% |
| All | +190.4% | -11.0% | +201.4% | +169.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling