-8.8%
IT vs WYNN
-32.5%
+23.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.1% | -4.6% | -0.6% |
| 7D | -5.5% | +15.4% | -20.9% | -10.0% |
| 30D | +10.3% | +6.8% | +3.6% | +7.7% |
| 3M | +11.5% | -15.4% | +26.9% | +16.1% |
| 6M | +40.3% | -20.0% | +60.2% | +48.1% |
| YTD | -17.9% | -31.0% | +13.2% | -8.9% |
| 1Y | -8.8% | -31.5% | +22.7% | +0.4% |
| All | -8.8% | -32.5% | +23.7% | +0.4% |
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 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