+338.0%
RF vs WYNN
+1.1%
+336.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -1.0% | -4.2% | +3.2% | +0.6% |
| 30D | -3.7% | -14.6% | +10.9% | +2.1% |
| 3M | +5.3% | -18.4% | +23.8% | +13.3% |
| 6M | +17.2% | -11.9% | +29.1% | +22.0% |
| YTD | +14.5% | -26.6% | +41.1% | +27.3% |
| 1Y | +15.9% | -28.5% | +44.5% | +29.1% |
| 3Y | +91.2% | -5.1% | +96.3% | +83.9% |
| 5Y | +90.0% | -10.5% | +100.5% | +75.6% |
| All | +338.0% | +1.1% | +336.9% | +260.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling