+238.8%
GS vs WYNN
-2.3%
+241.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.1% |
| 7D | +2.4% | -1.4% | +3.8% | +2.8% |
| 30D | -0.1% | -11.8% | +11.7% | +3.5% |
| 3M | +0.2% | -15.8% | +16.0% | +5.1% |
| 6M | +24.8% | -10.7% | +35.5% | +28.3% |
| YTD | +18.8% | -24.5% | +43.2% | +27.8% |
| 1Y | +37.3% | -25.0% | +62.4% | +46.9% |
| All | +238.8% | -2.3% | +241.1% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling