+64.6%
EWZ vs WYNN
-12.8%
+77.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.7% |
| 7D | +1.1% | -3.4% | +4.6% | +1.8% |
| 30D | +13.5% | -15.4% | +28.9% | +17.0% |
| 3M | +15.2% | -15.8% | +31.0% | +18.8% |
| 6M | +3.7% | -13.5% | +17.2% | +6.3% |
| YTD | +22.5% | -26.0% | +48.5% | +28.9% |
| 1Y | +35.3% | -27.4% | +62.6% | +42.2% |
| 3Y | +50.2% | -3.7% | +53.9% | +46.0% |
| 5Y | +64.6% | -9.8% | +74.3% | +56.7% |
| All | +64.6% | -12.8% | +77.4% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling