+1,226.3%
EWZ vs WYNN
+1,203.4%
+22.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | -0.1% | -1.4% | +1.4% | +0.4% |
| 30D | +8.2% | -11.8% | +19.9% | +12.3% |
| 3M | +13.3% | -15.8% | +29.1% | +19.1% |
| 6M | +3.6% | -10.7% | +14.3% | +6.7% |
| YTD | +21.0% | -24.5% | +45.4% | +30.6% |
| 1Y | +34.7% | -25.0% | +59.7% | +44.7% |
| 3Y | +48.3% | -1.8% | +50.0% | +41.2% |
| 5Y | +60.1% | -10.0% | +70.1% | +46.2% |
| 10Y | +92.6% | +3.2% | +89.4% | +46.4% |
| All | +1,226.3% | +1,203.4% | +22.9% | +446.9% |
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