-80.3%
PATH vs WYNN
-23.0%
-57.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -1.0% | -2.1% |
| 7D | -24.6% | -1.4% | -23.2% | -24.1% |
| 30D | -13.0% | -11.8% | -1.2% | -7.9% |
| 3M | +26.2% | -15.8% | +42.0% | +36.3% |
| 6M | +13.4% | -10.7% | +24.1% | +18.1% |
| YTD | -17.2% | -24.5% | +7.3% | -6.4% |
| 1Y | +14.0% | -25.0% | +39.1% | +27.4% |
| 3Y | -26.6% | -1.8% | -24.8% | -32.4% |
| 5Y | -75.1% | -10.0% | -65.0% | -79.1% |
| All | -80.3% | -23.0% | -57.3% | -81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling