+39.3%
EWY vs WYNN
-34.2%
+73.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -3.7% | -9.7% | -12.3% |
| 7D | -18.6% | +6.9% | -25.5% | -20.1% |
| 30D | -29.4% | +3.5% | -32.9% | -29.9% |
| 3M | -22.2% | -21.4% | -0.8% | -14.2% |
| 6M | -24.1% | -25.0% | +0.9% | -15.0% |
| YTD | +35.4% | -33.6% | +69.0% | +53.7% |
| 1Y | +39.3% | -36.0% | +75.4% | +59.1% |
| All | +39.3% | -34.2% | +73.5% | +59.1% |
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