+277.0%
IR vs WYNN
-19.8%
+296.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.3% |
| 7D | -1.9% | -1.4% | -0.5% | -1.4% |
| 30D | -15.0% | -11.8% | -3.3% | -11.5% |
| 3M | -0.4% | -15.8% | +15.4% | +5.1% |
| 6M | -15.0% | -10.7% | -4.3% | -12.2% |
| YTD | -7.1% | -24.5% | +17.4% | +1.3% |
| 1Y | -7.5% | -25.0% | +17.5% | +0.4% |
| 3Y | +6.3% | -1.8% | +8.1% | +2.7% |
| 5Y | +37.3% | -10.0% | +47.4% | +28.9% |
| All | +277.0% | -19.8% | +296.8% | +237.4% |
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