+109.4%
INDA vs WYNN
+3.5%
+105.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -2.7% | -4.2% | +1.5% | -1.9% |
| 30D | -2.8% | -14.6% | +11.9% | 0.0% |
| 3M | +1.6% | -18.4% | +20.0% | +5.2% |
| 6M | -1.4% | -11.9% | +10.5% | +0.5% |
| YTD | -10.1% | -26.6% | +16.4% | -5.5% |
| 1Y | -8.8% | -28.5% | +19.8% | -4.1% |
| 3Y | +7.6% | -5.1% | +12.7% | +5.2% |
| 5Y | +5.8% | -10.5% | +16.3% | +0.6% |
| 10Y | +84.0% | +0.3% | +83.7% | +53.7% |
| All | +109.4% | +3.5% | +105.9% | +54.0% |
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