-47.7%
QS vs WYNN
+7.3%
-55.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.4% |
| 7D | -5.0% | -3.4% | -1.5% | -2.9% |
| 30D | -18.3% | -15.4% | -2.9% | -9.9% |
| 3M | -26.0% | -15.8% | -10.2% | -18.4% |
| 6M | -24.0% | -13.5% | -10.6% | -18.0% |
| YTD | -50.3% | -26.0% | -24.3% | -41.2% |
| 1Y | -38.0% | -27.4% | -10.6% | -26.8% |
| 3Y | -24.6% | -3.7% | -20.9% | -27.7% |
| 5Y | -75.4% | -9.8% | -65.7% | -77.3% |
| All | -47.7% | +7.3% | -55.0% | -53.6% |
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 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