+287.4%
NET vs WYNN
-12.1%
+299.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.7% | -4.6% | -7.1% |
| 7D | -21.2% | +6.9% | -28.1% | -22.9% |
| 30D | -31.1% | +3.5% | -34.6% | -32.0% |
| 3M | -16.5% | -21.4% | +4.9% | -10.1% |
| 6M | 0.0% | -25.0% | +25.0% | +9.7% |
| YTD | +24.0% | -33.6% | +57.6% | +40.8% |
| 1Y | +7.0% | -36.0% | +43.0% | +22.8% |
| All | +287.4% | -12.1% | +299.5% | +291.1% |
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