+55.4%
IOT vs WYNN
+9.4%
+46.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.2% |
| 7D | -4.5% | -4.2% | -0.3% | -2.5% |
| 30D | -2.4% | -14.6% | +12.2% | +5.1% |
| 3M | +19.0% | -18.4% | +37.4% | +30.8% |
| 6M | +19.6% | -11.9% | +31.6% | +26.0% |
| YTD | +8.3% | -26.6% | +34.9% | +24.1% |
| 1Y | -0.8% | -28.5% | +27.7% | +13.8% |
| 3Y | +24.4% | -5.1% | +29.5% | +15.3% |
| All | +55.4% | +9.4% | +46.0% | +34.4% |
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