+69.1%
OTIS vs WYNN
+120.9%
-51.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | -3.0% | -4.2% | +1.2% | -2.4% |
| 30D | -6.0% | -14.6% | +8.6% | -4.0% |
| 3M | -0.9% | -18.4% | +17.5% | +1.8% |
| 6M | -17.3% | -11.9% | -5.4% | -16.1% |
| YTD | -19.6% | -26.6% | +7.0% | -16.5% |
| 1Y | -21.0% | -28.5% | +7.5% | -17.9% |
| 3Y | -12.1% | -5.1% | -7.0% | -13.4% |
| 5Y | -17.1% | -10.5% | -6.6% | -20.5% |
| All | +69.1% | +120.9% | -51.8% | +74.5% |
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