+2,688.3%
MAR vs WYNN
+1,166.9%
+1,521.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -0.5% | -4.2% | +3.7% | +1.1% |
| 30D | -5.4% | -14.6% | +9.2% | +0.3% |
| 3M | -15.5% | -18.4% | +2.9% | -8.9% |
| 6M | +3.0% | -11.9% | +14.9% | +7.7% |
| YTD | +8.5% | -26.6% | +35.1% | +21.1% |
| 1Y | +26.0% | -28.5% | +54.5% | +40.9% |
| 3Y | +68.6% | -5.1% | +73.7% | +63.7% |
| 5Y | +157.4% | -10.5% | +167.9% | +140.7% |
| 10Y | +447.0% | +0.3% | +446.8% | +333.6% |
| All | +2,688.3% | +1,166.9% | +1,521.4% | +770.5% |
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