+33.7%
GS vs WYNN
-28.3%
+62.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -0.9% | -4.2% | +3.3% | 0.0% |
| 30D | -0.3% | -14.6% | +14.3% | +3.1% |
| 3M | -0.1% | -18.4% | +18.3% | +4.5% |
| 6M | +26.1% | -11.9% | +38.0% | +29.1% |
| YTD | +18.8% | -26.6% | +45.4% | +24.9% |
| 1Y | +33.7% | -28.5% | +62.3% | +41.1% |
| All | +33.7% | -28.3% | +62.1% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling