+1,361.5%
ITW vs WYNN
+1,166.9%
+194.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -0.7% | -4.2% | +3.5% | +0.2% |
| 30D | -8.3% | -14.6% | +6.3% | -5.1% |
| 3M | +6.0% | -18.4% | +24.4% | +10.6% |
| 6M | 0.0% | -11.9% | +11.9% | +2.4% |
| YTD | +10.2% | -26.6% | +36.8% | +17.2% |
| 1Y | +3.2% | -28.5% | +31.7% | +9.8% |
| 3Y | +21.0% | -5.1% | +26.1% | +18.6% |
| 5Y | +37.9% | -10.5% | +48.4% | +31.0% |
| 10Y | +193.2% | +0.3% | +192.9% | +141.9% |
| All | +1,361.5% | +1,166.9% | +194.6% | +625.9% |
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 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