+20.6%
RDW vs WYNN
-33.2%
+53.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | +4.8% | +11.7% | +14.7% |
| 7D | -14.1% | +11.3% | -25.4% | -16.5% |
| 30D | -29.6% | +10.9% | -40.4% | -31.5% |
| 3M | -39.1% | -17.9% | -21.1% | -34.5% |
| 6M | -25.2% | -22.3% | -2.9% | -18.1% |
| YTD | -5.1% | -30.4% | +25.3% | +7.8% |
| 1Y | +20.6% | -31.5% | +52.1% | +37.4% |
| All | +20.6% | -33.2% | +53.8% | +37.4% |
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