+12.7%
EW vs WYNN
-5.1%
+17.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -6.2% | -4.2% | -2.0% | -5.6% |
| 30D | -9.3% | -14.6% | +5.3% | -7.4% |
| 3M | -1.6% | -18.4% | +16.8% | +1.1% |
| 6M | -0.8% | -11.9% | +11.1% | +0.7% |
| YTD | -1.0% | -26.6% | +25.6% | +2.8% |
| 1Y | +8.2% | -28.5% | +36.7% | +12.3% |
| 3Y | +12.7% | -5.1% | +17.8% | +5.8% |
| All | +12.7% | -5.1% | +17.8% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling