+25.2%
HYG vs WYNN
-6.1%
+31.4%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | -4.1% | +3.3% | -0.6% |
| 30D | -0.9% | -14.4% | +13.5% | -0.1% |
| 3M | -0.3% | -18.0% | +17.7% | +0.8% |
| 6M | +2.2% | -12.2% | +14.4% | +2.8% |
| YTD | +1.4% | -26.5% | +27.9% | +3.0% |
| 1Y | +2.9% | -27.1% | +30.0% | +4.4% |
| 3Y | +25.2% | -7.4% | +32.6% | +23.1% |
| All | +25.2% | -6.1% | +31.4% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling