+33.0%
Q vs WYNN
-30.3%
+63.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | +4.9% | -4.2% | +9.1% | +6.2% |
| 30D | -11.0% | -14.6% | +3.6% | -6.6% |
| 3M | -15.2% | -18.4% | +3.2% | -9.6% |
| 6M | +8.8% | -11.9% | +20.8% | +11.8% |
| YTD | +55.1% | -26.6% | +81.7% | +67.6% |
| All | +33.0% | -30.3% | +63.3% | +41.9% |
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