+55.2%
HYG vs WYNN
+1.1%
+54.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.7% | -4.2% | +3.5% | -0.4% |
| 30D | -0.7% | -14.6% | +13.9% | +0.5% |
| 3M | -0.2% | -18.4% | +18.2% | +1.3% |
| 6M | +1.4% | -11.9% | +13.3% | +2.3% |
| YTD | +1.5% | -26.6% | +28.0% | +3.6% |
| 1Y | +2.9% | -28.5% | +31.4% | +5.1% |
| 3Y | +25.6% | -5.1% | +30.8% | +24.3% |
| 5Y | +18.6% | -10.5% | +29.1% | +15.7% |
| All | +55.2% | +1.1% | +54.1% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling