-1.4%
LOW vs WYNN
-32.5%
+31.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.1% | +1.4% | +5.2% |
| 7D | +15.6% | +15.4% | +0.2% | +9.9% |
| 30D | +28.6% | +6.8% | +21.8% | +25.2% |
| 3M | +5.8% | -15.4% | +21.2% | +11.1% |
| 6M | +3.8% | -20.0% | +23.8% | +10.8% |
| YTD | -2.8% | -31.0% | +28.2% | +6.5% |
| 1Y | -1.4% | -31.5% | +30.1% | +7.8% |
| All | -1.4% | -32.5% | +31.0% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling