+557.7%
IYR vs WYNN
+1,166.9%
-609.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -1.4% | -4.2% | +2.8% | -0.2% |
| 30D | -2.7% | -14.6% | +12.0% | +1.4% |
| 3M | -2.1% | -18.4% | +16.3% | +3.0% |
| 6M | +3.6% | -11.9% | +15.5% | +6.5% |
| YTD | +8.1% | -26.6% | +34.7% | +16.3% |
| 1Y | +4.7% | -28.5% | +33.2% | +12.6% |
| 3Y | +29.1% | -5.1% | +34.2% | +24.9% |
| 5Y | +6.9% | -10.5% | +17.4% | -1.1% |
| 10Y | +69.0% | +0.3% | +68.7% | +24.8% |
| All | +557.7% | +1,166.9% | -609.2% | +146.8% |
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