+32.0%
Q vs WYNN
-28.3%
+60.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +3.9% | +2.4% |
| 7D | +6.6% | -1.4% | +8.0% | +7.0% |
| 30D | -6.6% | -11.8% | +5.2% | -3.0% |
| 3M | -13.2% | -15.8% | +2.6% | -8.3% |
| 6M | +9.9% | -10.7% | +20.7% | +12.5% |
| YTD | +53.9% | -24.5% | +78.4% | +64.9% |
| All | +32.0% | -28.3% | +60.3% | +39.7% |
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