-81.4%
PATH vs WYNN
-25.5%
-55.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.5% |
| 7D | -2.3% | +12.4% | -14.7% | -7.8% |
| 30D | -4.8% | +16.2% | -21.0% | -11.8% |
| 3M | -17.7% | -14.6% | -3.1% | -11.9% |
| 6M | +18.9% | -14.3% | +33.2% | +26.8% |
| YTD | -21.7% | -26.9% | +5.2% | -10.5% |
| 1Y | -9.6% | -31.6% | +22.0% | +6.1% |
| 3Y | -25.8% | +5.3% | -31.1% | -34.7% |
| 5Y | -77.1% | -1.7% | -75.4% | -81.0% |
| All | -81.4% | -25.5% | -55.9% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling