+494.2%
IVZ vs WYNN
+1,232.2%
-738.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.5% |
| 7D | +1.1% | +1.8% | -0.7% | +0.4% |
| 30D | +3.1% | -9.8% | +12.9% | +7.2% |
| 3M | +18.2% | -11.8% | +30.0% | +23.6% |
| 6M | +38.6% | -8.8% | +47.4% | +42.5% |
| YTD | +25.9% | -22.8% | +48.7% | +38.0% |
| 1Y | +51.7% | -24.1% | +75.8% | +65.6% |
| 3Y | +138.7% | +0.4% | +138.2% | +127.0% |
| 5Y | +62.8% | -8.7% | +71.4% | +51.6% |
| 10Y | +60.9% | +8.3% | +52.6% | +15.8% |
| All | +494.2% | +1,232.2% | -738.0% | +34.2% |
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