+30.9%
OWL vs WYNN
-19.1%
+50.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.5% |
| 7D | -10.1% | -4.2% | -5.9% | -8.7% |
| 30D | -11.9% | -14.6% | +2.7% | -6.9% |
| 3M | +10.7% | -18.4% | +29.1% | +18.7% |
| 6M | +22.1% | -11.9% | +34.0% | +27.2% |
| YTD | -24.8% | -26.6% | +1.8% | -16.6% |
| 1Y | -39.2% | -28.5% | -10.7% | -32.5% |
| 3Y | +1.7% | -5.1% | +6.9% | -1.5% |
| 5Y | -15.5% | -10.5% | -5.0% | -24.5% |
| All | +30.9% | -19.1% | +50.1% | +11.3% |
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