+157.5%
M vs WYNN
+1,203.4%
-1,045.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.3% |
| 7D | -4.1% | -1.4% | -2.6% | -3.5% |
| 30D | -13.6% | -11.8% | -1.9% | -9.4% |
| 3M | -2.3% | -15.8% | +13.5% | +4.2% |
| 6M | +21.9% | -10.7% | +32.6% | +26.5% |
| YTD | -0.6% | -24.5% | +23.9% | +10.0% |
| 1Y | +29.7% | -25.0% | +54.8% | +43.2% |
| 3Y | +107.3% | -1.8% | +109.0% | +101.3% |
| 5Y | +20.5% | -10.0% | +30.5% | +16.3% |
| 10Y | -6.1% | +3.2% | -9.2% | -23.5% |
| All | +157.5% | +1,203.4% | -1,045.9% | +18.7% |
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