+140.2%
P vs WYNN
-4.3%
+144.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.2% |
| 7D | -4.1% | -3.4% | -0.7% | -2.7% |
| 30D | -14.0% | -15.4% | +1.4% | -7.7% |
| 3M | +41.4% | -15.8% | +57.2% | +51.8% |
| 6M | +54.2% | -13.5% | +67.7% | +62.4% |
| YTD | +40.4% | -26.0% | +66.4% | +58.4% |
| 1Y | +16.0% | -27.4% | +43.3% | +31.1% |
| All | +140.2% | -4.3% | +144.5% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling