+2,048.2%
IT vs WYNN
+1,166.9%
+881.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.4% |
| 7D | -3.7% | -4.2% | +0.5% | -2.7% |
| 30D | +0.1% | -14.6% | +14.7% | +3.6% |
| 3M | +20.7% | -18.4% | +39.1% | +26.1% |
| 6M | +12.0% | -11.9% | +23.9% | +14.7% |
| YTD | -28.8% | -26.6% | -2.2% | -24.0% |
| 1Y | -25.5% | -28.5% | +3.0% | -20.4% |
| 3Y | -48.8% | -5.1% | -43.6% | -49.8% |
| 5Y | -42.7% | -10.5% | -32.2% | -45.4% |
| 10Y | +102.5% | +0.3% | +102.2% | +66.3% |
| All | +2,048.2% | +1,166.9% | +881.3% | +1,114.8% |
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