+11.2%
EWJ vs WYNN
-34.2%
+45.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.7% | -2.3% | -5.2% |
| 7D | -7.0% | +6.9% | -13.9% | -8.1% |
| 30D | -11.1% | +3.5% | -14.7% | -11.6% |
| 3M | -7.3% | -21.4% | +14.1% | -2.8% |
| 6M | -0.6% | -25.0% | +24.4% | +5.2% |
| YTD | +9.9% | -33.6% | +43.5% | +16.2% |
| 1Y | +11.2% | -36.0% | +47.2% | +17.8% |
| All | +11.2% | -34.2% | +45.4% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling