+222.9%
EWY vs WYNN
-5.1%
+228.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.1% | +3.5% |
| 7D | -0.1% | -4.2% | +4.1% | +1.2% |
| 30D | +7.3% | -14.6% | +21.9% | +12.2% |
| 3M | -5.1% | -18.4% | +13.3% | +0.4% |
| 6M | +42.1% | -11.9% | +54.0% | +47.2% |
| YTD | +94.1% | -26.6% | +120.7% | +109.9% |
| 1Y | +147.8% | -28.5% | +176.4% | +168.3% |
| 3Y | +222.9% | -5.1% | +228.0% | +204.8% |
| All | +222.9% | -5.1% | +228.0% | +204.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling