+38.8%
M vs WYNN
-26.4%
+65.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.7% | -3.9% | +8.6% | +6.2% |
| 30D | -9.6% | -9.3% | -0.4% | -6.4% |
| 3M | +0.9% | -11.4% | +12.3% | +5.2% |
| 6M | +22.3% | -11.0% | +33.2% | +26.7% |
| YTD | +6.5% | -23.4% | +29.9% | +17.1% |
| 1Y | +38.8% | -24.8% | +63.6% | +51.3% |
| All | +38.8% | -26.4% | +65.2% | +51.3% |
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 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