+127.6%
RF vs WYNN
+1,128.7%
-1,001.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.2% | +0.3% |
| 7D | +1.9% | +2.3% | -0.4% | +1.0% |
| 30D | +7.3% | +15.4% | -8.0% | +1.1% |
| 3M | -7.9% | -16.7% | +8.8% | -1.5% |
| 6M | +10.5% | -11.1% | +21.7% | +14.6% |
| YTD | +9.6% | -28.8% | +38.4% | +23.5% |
| 1Y | +20.3% | -30.2% | +50.5% | +36.3% |
| 3Y | +119.5% | +3.8% | +115.8% | +103.5% |
| 5Y | +48.2% | -6.2% | +54.4% | +33.7% |
| 10Y | +234.3% | +12.6% | +221.7% | +138.3% |
| All | +127.6% | +1,128.7% | -1,001.2% | -5.2% |
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