+639.9%
GS vs WYNN
+1.1%
+638.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -0.9% | -4.2% | +3.3% | +0.3% |
| 30D | -0.3% | -14.6% | +14.3% | +4.4% |
| 3M | -0.1% | -18.4% | +18.3% | +5.7% |
| 6M | +26.1% | -11.9% | +38.0% | +30.3% |
| YTD | +18.8% | -26.6% | +45.4% | +29.3% |
| 1Y | +33.7% | -28.5% | +62.3% | +45.5% |
| 3Y | +238.9% | -5.1% | +244.0% | +229.7% |
| 5Y | +187.9% | -10.5% | +198.4% | +170.1% |
| All | +639.9% | +1.1% | +638.7% | +550.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling