+16.0%
O vs WYNN
-11.0%
+27.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -2.9% | -4.2% | +1.3% | -2.5% |
| 30D | -4.5% | -14.6% | +10.1% | -3.2% |
| 3M | -2.6% | -18.4% | +15.8% | -1.0% |
| 6M | -5.6% | -11.9% | +6.3% | -4.8% |
| YTD | +9.3% | -26.6% | +35.9% | +11.9% |
| 1Y | +4.3% | -28.5% | +32.8% | +6.8% |
| 3Y | +27.4% | -5.1% | +32.6% | +25.3% |
| All | +16.0% | -11.0% | +27.0% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling