-28.4%
QS vs WYNN
-26.4%
-2.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | -3.9% | +1.6% | -0.5% |
| 30D | -0.7% | -9.3% | +8.6% | +4.0% |
| 3M | -39.6% | -11.4% | -28.2% | -36.0% |
| 6M | -21.7% | -11.0% | -10.8% | -17.6% |
| YTD | -47.4% | -23.4% | -24.0% | -40.8% |
| 1Y | -28.4% | -24.8% | -3.6% | -24.7% |
| All | -28.4% | -26.4% | -2.0% | -24.7% |
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 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