+136.3%
GLD vs WYNN
-10.3%
+146.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.7% |
| 7D | -3.4% | -3.4% | +0.1% | -3.3% |
| 30D | -1.1% | -15.4% | +14.3% | -0.8% |
| 3M | +5.8% | -15.8% | +21.6% | +6.2% |
| 6M | -17.1% | -13.5% | -3.6% | -16.8% |
| YTD | 0.0% | -26.0% | +26.0% | +0.6% |
| 1Y | +18.2% | -27.4% | +45.6% | +18.9% |
| 3Y | +122.6% | -3.7% | +126.3% | +121.9% |
| All | +136.3% | -10.3% | +146.6% | +132.1% |
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