+322.4%
NET vs WYNN
-8.7%
+331.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.6% | -4.4% |
| 7D | -16.4% | +15.4% | -31.8% | -20.2% |
| 30D | -25.8% | +6.8% | -32.6% | -27.5% |
| 3M | -11.5% | -15.4% | +3.9% | -7.1% |
| 6M | +18.9% | -20.0% | +38.9% | +27.7% |
| YTD | +35.2% | -31.0% | +66.3% | +51.7% |
| 1Y | +14.5% | -31.5% | +45.9% | +28.4% |
| All | +322.4% | -8.7% | +331.1% | +321.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling