+55.2%
EWT vs WYNN
-32.5%
+87.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -2.4% |
| 7D | -10.9% | +15.4% | -26.3% | -13.7% |
| 30D | -17.7% | +6.8% | -24.5% | -18.8% |
| 3M | -5.0% | -15.4% | +10.4% | -0.3% |
| 6M | +7.4% | -20.0% | +27.3% | +14.4% |
| YTD | +52.8% | -31.0% | +83.9% | +66.5% |
| 1Y | +55.2% | -31.5% | +86.7% | +68.4% |
| All | +55.2% | -32.5% | +87.6% | +68.4% |
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 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