+19.4%
ITW vs WYNN
-34.2%
+53.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.0% |
| 7D | +1.4% | +6.9% | -5.5% | +0.2% |
| 30D | +6.8% | +3.5% | +3.3% | +6.1% |
| 3M | -3.4% | -21.4% | +18.0% | +0.5% |
| 6M | +13.5% | -25.0% | +38.5% | +19.1% |
| YTD | +18.1% | -33.6% | +51.7% | +25.8% |
| 1Y | +19.4% | -36.0% | +55.5% | +27.5% |
| All | +19.4% | -34.2% | +53.6% | +27.5% |
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