+1,188.9%
O vs WYNN
+1,177.3%
+11.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | -3.5% | -3.4% | -0.1% | -2.7% |
| 30D | -3.3% | -15.4% | +12.1% | +0.5% |
| 3M | -2.8% | -15.8% | +12.9% | +1.0% |
| 6M | -5.8% | -13.5% | +7.7% | -3.0% |
| YTD | +9.4% | -26.0% | +35.4% | +16.3% |
| 1Y | +5.7% | -27.4% | +33.1% | +12.2% |
| 3Y | +27.2% | -3.7% | +31.0% | +22.2% |
| 5Y | +17.2% | -9.8% | +26.9% | +7.7% |
| 10Y | +53.9% | +1.1% | +52.8% | +18.0% |
| All | +1,188.9% | +1,177.3% | +11.6% | +446.6% |
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