+37.6%
ITW vs WYNN
-11.0%
+48.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -0.7% | -4.2% | +3.5% | +0.1% |
| 30D | -8.3% | -14.6% | +6.3% | -5.5% |
| 3M | +6.0% | -18.4% | +24.4% | +10.2% |
| 6M | 0.0% | -11.9% | +11.9% | +2.1% |
| YTD | +10.2% | -26.6% | +36.8% | +16.5% |
| 1Y | +3.2% | -28.5% | +31.7% | +9.2% |
| 3Y | +21.0% | -5.1% | +26.1% | +18.1% |
| All | +37.6% | -11.0% | +48.6% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling