+86.4%
F vs WYNN
+1.1%
+85.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.9% |
| 7D | -4.4% | -4.2% | -0.3% | -3.0% |
| 30D | +1.0% | -14.6% | +15.6% | +6.6% |
| 3M | -4.0% | -18.4% | +14.4% | +2.7% |
| 6M | +18.1% | -11.9% | +30.0% | +22.6% |
| YTD | +10.2% | -26.6% | +36.8% | +21.5% |
| 1Y | +24.3% | -28.5% | +52.9% | +37.3% |
| 3Y | +38.1% | -5.1% | +43.2% | +34.2% |
| 5Y | +50.2% | -10.5% | +60.7% | +41.6% |
| All | +86.4% | +1.1% | +85.3% | +55.4% |
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