+89.4%
EWZ vs WYNN
+1.1%
+88.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | +0.9% | -4.2% | +5.1% | +2.1% |
| 30D | +12.8% | -14.6% | +27.4% | +17.9% |
| 3M | +10.8% | -18.4% | +29.2% | +17.1% |
| 6M | +2.5% | -11.9% | +14.4% | +5.8% |
| YTD | +21.4% | -26.6% | +47.9% | +31.4% |
| 1Y | +32.8% | -28.5% | +61.3% | +44.0% |
| 3Y | +45.2% | -5.1% | +50.3% | +39.9% |
| 5Y | +63.0% | -10.5% | +73.5% | +50.2% |
| All | +89.4% | +1.1% | +88.3% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling