-4.0%
M vs WYNN
+1.1%
-5.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.5% | +8.1% |
| 7D | -4.2% | -4.2% | 0.0% | -2.3% |
| 30D | -7.2% | -14.6% | +7.4% | -0.4% |
| 3M | -11.1% | -18.4% | +7.3% | -2.9% |
| 6M | +28.8% | -11.9% | +40.7% | +35.1% |
| YTD | +2.0% | -26.6% | +28.6% | +16.2% |
| 1Y | +31.3% | -28.5% | +59.8% | +50.2% |
| 3Y | +119.1% | -5.1% | +124.2% | +113.3% |
| 5Y | +29.7% | -10.5% | +40.2% | +22.4% |
| All | -4.0% | +1.1% | -5.2% | -15.0% |
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