+88.9%
RF vs WYNN
-12.8%
+101.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.8% |
| 7D | -1.6% | -3.4% | +1.8% | -0.6% |
| 30D | -4.3% | -15.4% | +11.2% | +0.7% |
| 3M | +5.9% | -15.8% | +21.6% | +11.2% |
| 6M | +14.1% | -13.5% | +27.6% | +18.6% |
| YTD | +13.8% | -26.0% | +39.8% | +23.7% |
| 1Y | +15.2% | -27.4% | +42.6% | +25.2% |
| 3Y | +90.6% | -3.7% | +94.3% | +83.4% |
| 5Y | +88.9% | -9.8% | +98.7% | +80.3% |
| All | +88.9% | -12.8% | +101.7% | +80.3% |
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