+62.3%
IWM vs WYNN
-5.1%
+67.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.4% | -4.2% | +1.8% | -1.3% |
| 30D | -4.6% | -14.6% | +10.1% | -0.4% |
| 3M | -0.3% | -18.4% | +18.1% | +5.3% |
| 6M | +14.7% | -11.9% | +26.6% | +18.2% |
| YTD | +17.8% | -26.6% | +44.4% | +27.4% |
| 1Y | +21.2% | -28.5% | +49.7% | +31.1% |
| 3Y | +62.3% | -5.1% | +67.5% | +51.6% |
| All | +62.3% | -5.1% | +67.4% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling