+94.9%
PR vs WYNN
+2.9%
+92.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.2% | +0.7% |
| 7D | +6.0% | +2.3% | +3.6% | +5.4% |
| 30D | -4.2% | +15.4% | -19.6% | -7.5% |
| 3M | +10.0% | -16.7% | +26.7% | +14.7% |
| 6M | +15.6% | -11.1% | +26.8% | +17.9% |
| YTD | +68.2% | -28.8% | +97.0% | +82.3% |
| 1Y | +79.2% | -30.2% | +109.4% | +94.9% |
| 3Y | +94.9% | +3.8% | +91.2% | +63.1% |
| All | +94.9% | +2.9% | +92.0% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling