+622.3%
HWM vs WYNN
-11.0%
+633.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.0% |
| 7D | -11.4% | -4.2% | -7.2% | -10.4% |
| 30D | -18.5% | -14.6% | -3.8% | -14.8% |
| 3M | -13.2% | -18.4% | +5.2% | -8.4% |
| 6M | -8.7% | -11.9% | +3.2% | -5.7% |
| YTD | +12.2% | -26.6% | +38.7% | +21.2% |
| 1Y | +24.9% | -28.5% | +53.4% | +35.1% |
| 3Y | +383.9% | -5.1% | +389.0% | +362.6% |
| All | +622.3% | -11.0% | +633.3% | +580.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling