+87.0%
PR vs WYNN
-32.5%
+119.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.1% | -12.6% | -5.4% |
| 7D | -12.1% | +15.4% | -27.5% | -10.0% |
| 30D | +0.9% | +6.8% | -5.9% | +2.4% |
| 3M | +10.1% | -15.4% | +25.5% | +8.9% |
| 6M | +1.1% | -20.0% | +21.1% | -0.2% |
| YTD | +63.7% | -31.0% | +94.7% | +62.5% |
| 1Y | +87.0% | -31.5% | +118.5% | +86.2% |
| All | +87.0% | -32.5% | +119.5% | +86.2% |
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