+83.0%
PL vs WYNN
-23.9%
+107.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -9.3% | -3.9% | -5.4% | -7.7% |
| 30D | -18.9% | -9.3% | -9.6% | -15.4% |
| 3M | -58.4% | -11.4% | -46.9% | -56.3% |
| 6M | -30.3% | -11.0% | -19.3% | -28.0% |
| YTD | -8.1% | -23.4% | +15.3% | +1.3% |
| 1Y | +180.5% | -24.8% | +205.3% | +211.0% |
| 3Y | +444.1% | -7.1% | +451.3% | +422.6% |
| 5Y | +83.0% | -5.4% | +88.5% | +57.3% |
| All | +83.0% | -23.9% | +107.0% | +55.8% |
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 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