+966.2%
IWM vs WYNN
+1,203.4%
-237.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | -1.1% | -1.4% | +0.3% | -0.8% |
| 30D | -3.1% | -11.8% | +8.6% | +0.2% |
| 3M | +2.2% | -15.8% | +18.0% | +6.9% |
| 6M | +15.1% | -10.7% | +25.8% | +18.1% |
| YTD | +18.6% | -24.5% | +43.0% | +27.0% |
| 1Y | +24.0% | -25.0% | +49.0% | +32.4% |
| 3Y | +63.7% | -1.8% | +65.5% | +58.6% |
| 5Y | +38.2% | -10.0% | +48.2% | +31.1% |
| 10Y | +171.7% | +3.2% | +168.5% | +117.5% |
| All | +966.2% | +1,203.4% | -237.2% | +364.4% |
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