-21.8%
PATH vs WYNN
-4.6%
-17.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.6% |
| 7D | -2.7% | +11.6% | -14.3% | -6.2% |
| 30D | -3.7% | +15.4% | -19.1% | -8.3% |
| 3M | -13.8% | -15.2% | +1.5% | -9.3% |
| 6M | +20.3% | -14.9% | +35.2% | +26.2% |
| YTD | -20.8% | -27.4% | +6.6% | -12.6% |
| 1Y | -9.2% | -30.6% | +21.4% | +1.0% |
| 3Y | -21.8% | -1.4% | -20.4% | -25.9% |
| All | -21.8% | -4.6% | -17.2% | -25.9% |
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