+1,370.2%
EWT vs WYNN
+1,166.9%
+203.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | -1.1% | -4.2% | +3.1% | -0.2% |
| 30D | +4.5% | -14.6% | +19.1% | +8.0% |
| 3M | +8.3% | -18.4% | +26.7% | +12.9% |
| 6M | +54.2% | -11.9% | +66.2% | +58.2% |
| YTD | +74.6% | -26.6% | +101.2% | +85.8% |
| 1Y | +84.9% | -28.5% | +113.4% | +96.9% |
| 3Y | +197.5% | -5.1% | +202.7% | +192.1% |
| 5Y | +150.6% | -10.5% | +161.1% | +139.3% |
| 10Y | +516.1% | +0.3% | +515.8% | +405.8% |
| All | +1,370.2% | +1,166.9% | +203.3% | +545.2% |
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