-22.5%
KWEB vs WYNN
+1.1%
-23.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -5.6% | -4.2% | -1.4% | -4.1% |
| 30D | -10.7% | -14.6% | +3.9% | -5.3% |
| 3M | -7.4% | -18.4% | +11.0% | -0.4% |
| 6M | -19.3% | -11.9% | -7.4% | -15.9% |
| YTD | -27.8% | -26.6% | -1.2% | -19.8% |
| 1Y | -35.9% | -28.5% | -7.4% | -28.8% |
| 3Y | -1.9% | -5.1% | +3.2% | -4.3% |
| 5Y | -43.2% | -10.5% | -32.7% | -45.4% |
| All | -22.5% | +1.1% | -23.6% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling