+68.6%
PL vs WYNN
-26.5%
+95.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.2% |
| 7D | -9.0% | -3.4% | -5.6% | -7.6% |
| 30D | -29.6% | -15.4% | -14.2% | -24.1% |
| 3M | -45.7% | -15.8% | -29.9% | -41.5% |
| 6M | -34.3% | -13.5% | -20.8% | -31.1% |
| YTD | -15.4% | -26.0% | +10.6% | -5.2% |
| 1Y | +86.1% | -27.4% | +113.4% | +109.1% |
| 3Y | +509.1% | -3.7% | +512.9% | +474.9% |
| 5Y | +68.3% | -9.8% | +78.1% | +46.9% |
| All | +68.6% | -26.5% | +95.1% | +45.8% |
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