+72.7%
PL vs WYNN
-10.4%
+83.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.3% |
| 7D | -13.9% | -1.4% | -12.4% | -13.3% |
| 30D | -25.5% | -11.8% | -13.7% | -20.9% |
| 3M | -44.8% | -15.8% | -28.9% | -40.3% |
| 6M | -33.3% | -10.7% | -22.6% | -31.0% |
| YTD | -12.7% | -24.5% | +11.8% | -2.5% |
| 1Y | +90.9% | -25.0% | +115.9% | +112.5% |
| 3Y | +528.5% | -1.8% | +530.2% | +482.6% |
| 5Y | +72.7% | -10.0% | +82.7% | +50.5% |
| All | +72.7% | -10.4% | +83.1% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling