+52.1%
GWW vs WYNN
-34.2%
+86.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.2% | -1.6% |
| 7D | +5.8% | +6.9% | -1.1% | +4.3% |
| 30D | +13.8% | +3.5% | +10.3% | +12.8% |
| 3M | +13.2% | -21.4% | +34.6% | +19.4% |
| 6M | +28.4% | -25.0% | +53.4% | +37.1% |
| YTD | +44.7% | -33.6% | +78.3% | +58.2% |
| 1Y | +52.1% | -36.0% | +88.1% | +66.6% |
| All | +52.1% | -34.2% | +86.3% | +66.6% |
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 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