+800.7%
GLD vs WYNN
+185.9%
+614.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.7% |
| 7D | +0.7% | +1.8% | -1.0% | +0.7% |
| 30D | +0.3% | -9.8% | +10.2% | +0.4% |
| 3M | +0.6% | -11.8% | +12.4% | +0.7% |
| 6M | -15.6% | -8.8% | -6.8% | -15.5% |
| YTD | +0.9% | -22.8% | +23.7% | +1.0% |
| 1Y | +19.4% | -24.1% | +43.5% | +19.5% |
| 3Y | +124.5% | +0.4% | +124.0% | +124.3% |
| 5Y | +138.9% | -8.7% | +147.6% | +138.6% |
| 10Y | +213.3% | +8.3% | +205.0% | +211.1% |
| All | +800.7% | +185.9% | +614.8% | +779.5% |
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