+49.3%
F vs WYNN
-12.8%
+62.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +4.0% |
| 7D | -3.7% | -3.4% | -0.2% | -2.4% |
| 30D | -0.7% | -15.4% | +14.7% | +5.6% |
| 3M | -1.9% | -15.8% | +13.9% | +4.3% |
| 6M | +16.1% | -13.5% | +29.6% | +21.8% |
| YTD | +9.5% | -26.0% | +35.4% | +21.4% |
| 1Y | +27.2% | -27.4% | +54.6% | +40.7% |
| 3Y | +36.3% | -3.7% | +40.0% | +29.9% |
| 5Y | +49.3% | -9.8% | +59.0% | +35.0% |
| All | +49.3% | -12.8% | +62.1% | +35.0% |
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