+275.0%
F vs WYNN
+1,232.2%
-957.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -5.0% | -4.5% |
| 7D | +1.2% | +1.8% | -0.6% | +0.5% |
| 30D | +1.2% | -9.8% | +11.1% | +4.8% |
| 3M | -5.7% | -11.8% | +6.2% | -1.8% |
| 6M | +17.9% | -8.8% | +26.7% | +21.0% |
| YTD | +10.4% | -22.8% | +33.2% | +19.5% |
| 1Y | +25.3% | -24.1% | +49.5% | +35.4% |
| 3Y | +37.5% | +0.4% | +37.0% | +31.5% |
| 5Y | +46.5% | -8.7% | +55.2% | +38.3% |
| 10Y | +86.4% | +8.3% | +78.1% | +41.8% |
| All | +275.0% | +1,232.2% | -957.2% | +12.2% |
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