+290.1%
ETR vs WYNN
+1.1%
+289.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.8% | -4.2% | +2.4% | -1.4% |
| 30D | -1.8% | -14.6% | +12.9% | -0.1% |
| 3M | -3.6% | -18.4% | +14.8% | -1.6% |
| 6M | +2.6% | -11.9% | +14.5% | +3.7% |
| YTD | +16.0% | -26.6% | +42.6% | +19.4% |
| 1Y | +20.1% | -28.5% | +48.7% | +23.7% |
| 3Y | +143.6% | -5.1% | +148.7% | +139.7% |
| 5Y | +124.4% | -10.5% | +134.9% | +116.8% |
| All | +290.1% | +1.1% | +289.0% | +243.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling