+2.0%
RDW vs WYNN
-16.3%
+18.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | +0.9% | -4.2% | +5.0% | +3.1% |
| 30D | -21.3% | -14.6% | -6.7% | -14.8% |
| 3M | -37.9% | -18.4% | -19.4% | -31.2% |
| 6M | +12.3% | -11.9% | +24.2% | +18.2% |
| YTD | +39.7% | -26.6% | +66.3% | +61.4% |
| 1Y | +25.7% | -28.5% | +54.2% | +45.0% |
| 3Y | +230.8% | -5.1% | +236.0% | +214.5% |
| 5Y | -8.8% | -10.5% | +1.7% | -20.0% |
| All | +2.0% | -16.3% | +18.3% | -15.4% |
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 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