+5.2%
LOW vs WYNN
-11.0%
+16.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -3.7% | -4.2% | +0.5% | -2.9% |
| 30D | -8.9% | -14.6% | +5.8% | -6.0% |
| 3M | -10.4% | -18.4% | +8.0% | -6.8% |
| 6M | -19.4% | -11.9% | -7.5% | -17.4% |
| YTD | -17.1% | -26.6% | +9.5% | -12.3% |
| 1Y | -26.3% | -28.5% | +2.3% | -21.9% |
| 3Y | -9.9% | -5.1% | -4.8% | -11.7% |
| All | +5.2% | -11.0% | +16.2% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling