-65.8%
ETSY vs WYNN
-11.0%
-54.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | -4.9% | -4.2% | -0.7% | -3.2% |
| 30D | -8.6% | -14.6% | +6.0% | -2.5% |
| 3M | +4.8% | -18.4% | +23.2% | +13.7% |
| 6M | +38.1% | -11.9% | +50.0% | +44.3% |
| YTD | +31.2% | -26.6% | +57.8% | +47.8% |
| 1Y | +22.1% | -28.5% | +50.6% | +38.9% |
| 3Y | +12.2% | -5.1% | +17.4% | +7.7% |
| All | -65.8% | -11.0% | -54.8% | -71.3% |
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