-6.1%
RDW vs WYNN
-11.0%
+4.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | +0.9% | -4.2% | +5.0% | +3.3% |
| 30D | -21.3% | -14.6% | -6.7% | -14.1% |
| 3M | -37.9% | -18.4% | -19.4% | -30.5% |
| 6M | +12.3% | -11.9% | +24.2% | +18.7% |
| YTD | +39.7% | -26.6% | +66.3% | +63.7% |
| 1Y | +25.7% | -28.5% | +54.2% | +47.0% |
| 3Y | +230.8% | -5.1% | +236.0% | +210.1% |
| All | -6.1% | -11.0% | +4.9% | -17.8% |
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