+23,180.2%
PWR vs WYNN
+1,166.9%
+22,013.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +6.0% | +5.4% |
| 7D | +4.2% | -4.2% | +8.4% | +5.5% |
| 30D | -4.0% | -14.6% | +10.6% | +0.5% |
| 3M | -4.8% | -18.4% | +13.6% | +0.8% |
| 6M | +14.6% | -11.9% | +26.6% | +18.3% |
| YTD | +54.2% | -26.6% | +80.8% | +67.2% |
| 1Y | +67.1% | -28.5% | +95.6% | +81.5% |
| 3Y | +218.5% | -5.1% | +223.6% | +209.0% |
| 5Y | +466.3% | -10.5% | +476.8% | +425.0% |
| 10Y | +2,520.4% | +0.3% | +2,520.1% | +1,900.9% |
| All | +23,180.2% | +1,166.9% | +22,013.3% | +9,475.1% |
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 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