-81.0%
QID vs WYNN
-11.0%
-70.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -2.2% |
| 7D | +1.3% | -4.2% | +5.5% | -0.9% |
| 30D | +2.9% | -14.6% | +17.6% | -5.1% |
| 3M | -0.7% | -18.4% | +17.7% | -10.7% |
| 6M | -29.7% | -11.9% | -17.8% | -33.4% |
| YTD | -27.9% | -26.6% | -1.3% | -37.5% |
| 1Y | -34.6% | -28.5% | -6.0% | -43.5% |
| 3Y | -73.5% | -5.1% | -68.4% | -69.6% |
| All | -81.0% | -11.0% | -70.0% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling