+1,317.5%
MOD vs WYNN
+1,222.3%
+95.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | -3.9% | +13.5% | +11.5% |
| 30D | 0.0% | -9.3% | +9.3% | +4.5% |
| 3M | -35.4% | -11.4% | -23.9% | -32.0% |
| 6M | -7.3% | -11.0% | +3.7% | -2.8% |
| YTD | +45.8% | -23.4% | +69.2% | +62.5% |
| 1Y | +43.1% | -24.8% | +68.0% | +60.1% |
| 3Y | +297.7% | -7.1% | +304.8% | +294.8% |
| 5Y | +1,478.8% | -5.4% | +1,484.2% | +1,357.4% |
| 10Y | +1,633.4% | +11.5% | +1,621.9% | +1,120.1% |
| All | +1,317.5% | +1,222.3% | +95.1% | +382.5% |
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