+176.4%
LQD vs WYNN
+1,166.9%
-990.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -1.1% | -4.2% | +3.1% | -1.0% |
| 30D | -1.3% | -14.6% | +13.3% | -1.0% |
| 3M | -3.2% | -18.4% | +15.2% | -2.9% |
| 6M | -2.1% | -11.9% | +9.8% | -2.0% |
| YTD | -2.4% | -26.6% | +24.2% | -1.9% |
| 1Y | -2.7% | -28.5% | +25.9% | -2.2% |
| 3Y | +14.2% | -5.1% | +19.3% | +14.0% |
| 5Y | -5.8% | -10.5% | +4.7% | -6.2% |
| 10Y | +22.2% | +0.3% | +21.9% | +20.3% |
| All | +176.4% | +1,166.9% | -990.5% | +166.1% |
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