+86.1%
PL vs WYNN
-26.8%
+112.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.9% |
| 7D | -9.0% | -3.4% | -5.6% | -8.7% |
| 30D | -29.6% | -15.4% | -14.2% | -28.4% |
| 3M | -45.7% | -15.8% | -29.9% | -44.5% |
| 6M | -34.3% | -13.5% | -20.8% | -33.6% |
| YTD | -15.4% | -26.0% | +10.6% | -9.4% |
| 1Y | +86.1% | -27.4% | +113.4% | +102.8% |
| All | +86.1% | -26.8% | +112.9% | +102.8% |
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 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