+2,244.1%
RL vs WYNN
+1,166.9%
+1,077.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -3.4% | -4.2% | +0.7% | -2.0% |
| 30D | -14.4% | -14.6% | +0.2% | -9.8% |
| 3M | -13.6% | -18.4% | +4.8% | -7.6% |
| 6M | +0.6% | -11.9% | +12.5% | +4.9% |
| YTD | -3.6% | -26.6% | +23.0% | +6.6% |
| 1Y | +8.3% | -28.5% | +36.9% | +20.1% |
| 3Y | +204.8% | -5.1% | +209.9% | +202.3% |
| 5Y | +232.9% | -10.5% | +243.4% | +223.4% |
| 10Y | +309.0% | +0.3% | +308.7% | +241.6% |
| All | +2,244.1% | +1,166.9% | +1,077.3% | +942.8% |
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 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