+2,322.2%
MSCI vs WYNN
+24.6%
+2,297.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.0% |
| 7D | -2.1% | +1.8% | -3.9% | -2.5% |
| 30D | -1.7% | -9.8% | +8.1% | +0.8% |
| 3M | -8.2% | -11.8% | +3.6% | -5.5% |
| 6M | -2.4% | -8.8% | +6.3% | -0.6% |
| YTD | -2.8% | -22.8% | +20.0% | +2.9% |
| 1Y | -2.7% | -24.1% | +21.5% | +2.7% |
| 3Y | +7.3% | +0.4% | +6.9% | +2.3% |
| 5Y | -11.4% | -8.7% | -2.8% | -17.0% |
| 10Y | +605.8% | +8.3% | +597.5% | +430.6% |
| All | +2,322.2% | +24.6% | +2,297.6% | +1,073.8% |
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