+44.7%
HWM vs WYNN
-26.4%
+71.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -2.1% | -3.9% | +1.8% | -1.3% |
| 30D | -11.0% | -9.3% | -1.7% | -9.4% |
| 3M | +4.0% | -11.4% | +15.5% | +6.4% |
| 6M | -0.2% | -11.0% | +10.7% | +1.7% |
| YTD | +26.7% | -23.4% | +50.0% | +31.3% |
| 1Y | +44.7% | -24.8% | +69.5% | +50.2% |
| All | +44.7% | -26.4% | +71.1% | +50.2% |
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