-11.0%
OTIS vs WYNN
-34.2%
+23.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.3% |
| 7D | +6.5% | +6.9% | -0.3% | +5.4% |
| 30D | +19.6% | +3.5% | +16.1% | +18.7% |
| 3M | +9.4% | -21.4% | +30.8% | +12.6% |
| 6M | +6.4% | -25.0% | +31.4% | +10.3% |
| YTD | -7.5% | -33.6% | +26.1% | -3.9% |
| 1Y | -11.0% | -36.0% | +25.0% | -7.7% |
| All | -11.0% | -34.2% | +23.2% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling