+296.8%
ITOT vs WYNN
+1.1%
+295.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -0.9% | -4.2% | +3.3% | 0.0% |
| 30D | -1.5% | -14.6% | +13.2% | +1.8% |
| 3M | +3.6% | -18.4% | +22.0% | +7.9% |
| 6M | +13.7% | -11.9% | +25.6% | +16.3% |
| YTD | +12.9% | -26.6% | +39.5% | +19.7% |
| 1Y | +17.2% | -28.5% | +45.7% | +24.4% |
| 3Y | +75.6% | -5.1% | +80.7% | +71.6% |
| 5Y | +75.5% | -10.5% | +86.0% | +66.8% |
| All | +296.8% | +1.1% | +295.6% | +244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling