+272.6%
P vs WYNN
-11.0%
+283.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +4.6% |
| 7D | -1.3% | -4.2% | +2.9% | +0.1% |
| 30D | -11.9% | -14.6% | +2.8% | -7.0% |
| 3M | +41.6% | -18.4% | +60.0% | +51.4% |
| 6M | +58.1% | -11.9% | +70.0% | +64.0% |
| YTD | +46.5% | -26.6% | +73.1% | +61.5% |
| 1Y | +19.1% | -28.5% | +47.6% | +32.0% |
| 3Y | +150.6% | -5.1% | +155.7% | +146.2% |
| All | +272.6% | -11.0% | +283.6% | +241.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling