+18.0%
Q vs WYNN
-32.5%
+50.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.1% | -1.6% |
| 7D | -3.3% | +15.4% | -18.7% | -6.8% |
| 30D | -9.7% | +6.8% | -16.4% | -11.2% |
| 3M | -16.1% | -15.4% | -0.7% | -11.4% |
| 6M | -15.7% | -20.0% | +4.3% | -9.6% |
| YTD | +45.7% | -31.0% | +76.8% | +62.4% |
| 1Y | +18.0% | -31.5% | +49.5% | +27.2% |
| All | +18.0% | -32.5% | +50.5% | +27.2% |
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