-75.0%
QS vs WYNN
-11.0%
-64.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.5% |
| 7D | -3.6% | -4.2% | +0.5% | -0.9% |
| 30D | -17.2% | -14.6% | -2.6% | -8.5% |
| 3M | -27.0% | -18.4% | -8.6% | -17.1% |
| 6M | -24.6% | -11.9% | -12.7% | -18.9% |
| YTD | -49.3% | -26.6% | -22.7% | -38.8% |
| 1Y | -40.3% | -28.5% | -11.8% | -27.9% |
| 3Y | -23.8% | -5.1% | -18.7% | -27.5% |
| All | -75.0% | -11.0% | -64.0% | -78.2% |
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