+1,096.1%
IJR vs WYNN
+1,166.9%
-70.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -2.2% | -4.2% | +2.0% | -1.1% |
| 30D | -4.6% | -14.6% | +10.0% | -0.6% |
| 3M | +0.2% | -18.4% | +18.6% | +5.5% |
| 6M | +14.7% | -11.9% | +26.6% | +18.1% |
| YTD | +18.9% | -26.6% | +45.4% | +28.1% |
| 1Y | +19.9% | -28.5% | +48.5% | +29.5% |
| 3Y | +53.0% | -5.1% | +58.1% | +49.9% |
| 5Y | +40.9% | -10.5% | +51.4% | +33.8% |
| 10Y | +171.1% | +0.3% | +170.8% | +120.4% |
| All | +1,096.1% | +1,166.9% | -70.7% | +443.7% |
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 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