+1,449.1%
HON vs WYNN
+1,166.9%
+282.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -3.5% | -4.2% | +0.7% | -2.5% |
| 30D | -13.8% | -14.6% | +0.9% | -10.7% |
| 3M | -11.7% | -18.4% | +6.7% | -7.8% |
| 6M | -18.7% | -11.9% | -6.8% | -16.7% |
| YTD | +0.2% | -26.6% | +26.8% | +6.7% |
| 1Y | -3.1% | -28.5% | +25.5% | +3.3% |
| 3Y | +17.0% | -5.1% | +22.1% | +14.1% |
| 5Y | +2.0% | -10.5% | +12.5% | -3.7% |
| 10Y | +135.4% | +0.3% | +135.1% | +93.3% |
| All | +1,449.1% | +1,166.9% | +282.3% | +641.0% |
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