+1,540.0%
HAS vs WYNN
+1,203.4%
+336.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | -4.8% | -1.4% | -3.4% | -4.5% |
| 30D | -5.1% | -11.8% | +6.6% | -2.5% |
| 3M | +6.4% | -15.8% | +22.2% | +10.4% |
| 6M | -5.6% | -10.7% | +5.1% | -3.6% |
| YTD | +11.0% | -24.5% | +35.4% | +17.5% |
| 1Y | +16.8% | -25.0% | +41.8% | +23.3% |
| 3Y | +44.0% | -1.8% | +45.8% | +41.0% |
| 5Y | +11.0% | -10.0% | +21.0% | +6.4% |
| 10Y | +56.0% | +3.2% | +52.8% | +32.3% |
| All | +1,540.0% | +1,203.4% | +336.6% | +756.5% |
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 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