+3,786.5%
EW vs WYNN
+1,166.9%
+2,619.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -6.2% | -4.2% | -2.0% | -5.6% |
| 30D | -9.3% | -14.6% | +5.3% | -7.2% |
| 3M | -1.6% | -18.4% | +16.8% | +1.3% |
| 6M | -0.8% | -11.9% | +11.1% | +0.8% |
| YTD | -1.0% | -26.6% | +25.6% | +3.2% |
| 1Y | +8.2% | -28.5% | +36.7% | +12.8% |
| 3Y | +12.7% | -5.1% | +17.8% | +10.8% |
| 5Y | -30.2% | -10.5% | -19.7% | -32.7% |
| 10Y | +120.9% | +0.3% | +120.6% | +95.7% |
| All | +3,786.5% | +1,166.9% | +2,619.7% | +1,980.4% |
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