+9.1%
IR vs WYNN
-32.5%
+41.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -2.6% |
| 7D | +11.6% | +15.4% | -3.8% | +5.8% |
| 30D | +7.2% | +6.8% | +0.4% | +4.4% |
| 3M | -5.9% | -15.4% | +9.5% | -0.4% |
| 6M | +11.5% | -20.0% | +31.4% | +20.1% |
| YTD | +6.3% | -31.0% | +37.4% | +18.8% |
| 1Y | +9.1% | -31.5% | +40.6% | +21.3% |
| All | +9.1% | -32.5% | +41.5% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling