+40.0%
PATH vs WYNN
-26.4%
+66.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -16.3% | -3.9% | -12.4% | -15.7% |
| 30D | +9.9% | -9.3% | +19.2% | +12.1% |
| 3M | +30.2% | -11.4% | +41.6% | +33.5% |
| 6M | +37.2% | -11.0% | +48.2% | +40.0% |
| YTD | -7.3% | -23.4% | +16.1% | -2.7% |
| 1Y | +40.0% | -24.8% | +64.8% | +49.1% |
| All | +40.0% | -26.4% | +66.4% | +49.1% |
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