-23.8%
QS vs WYNN
-5.1%
-18.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.4% |
| 7D | -3.6% | -4.2% | +0.5% | -1.3% |
| 30D | -17.2% | -14.6% | -2.6% | -9.6% |
| 3M | -27.0% | -18.4% | -8.6% | -18.3% |
| 6M | -24.6% | -11.9% | -12.7% | -19.6% |
| YTD | -49.3% | -26.6% | -22.7% | -40.2% |
| 1Y | -40.3% | -28.5% | -11.8% | -29.5% |
| 3Y | -23.8% | -5.1% | -18.7% | -30.3% |
| All | -23.8% | -5.1% | -18.7% | -30.3% |
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