+238.0%
GM vs WYNN
+27.6%
+210.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.4% | -4.2% | +1.8% | -1.0% |
| 30D | -1.1% | -14.6% | +13.5% | +4.2% |
| 3M | +6.1% | -18.4% | +24.5% | +13.4% |
| 6M | +15.0% | -11.9% | +26.9% | +19.7% |
| YTD | +6.0% | -26.6% | +32.6% | +16.9% |
| 1Y | +47.1% | -28.5% | +75.6% | +62.2% |
| 3Y | +170.5% | -5.1% | +175.6% | +163.0% |
| 5Y | +80.5% | -10.5% | +91.0% | +70.9% |
| 10Y | +238.7% | +0.3% | +238.4% | +173.5% |
| All | +238.0% | +27.6% | +210.4% | +135.6% |
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