+96.0%
KEY vs WYNN
+1,232.2%
-1,136.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +2.7% | +1.8% | +0.9% | +2.0% |
| 30D | -3.2% | -9.8% | +6.6% | +0.6% |
| 3M | +1.0% | -11.8% | +12.8% | +5.5% |
| 6M | +11.9% | -8.8% | +20.6% | +14.9% |
| YTD | +8.7% | -22.8% | +31.5% | +18.7% |
| 1Y | +18.5% | -24.1% | +42.6% | +29.1% |
| 3Y | +124.0% | +0.4% | +123.5% | +112.1% |
| 5Y | +40.8% | -8.7% | +49.5% | +29.7% |
| 10Y | +167.0% | +8.3% | +158.7% | +101.5% |
| All | +96.0% | +1,232.2% | -1,136.2% | -20.9% |
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