+558.9%
RMBS vs WYNN
+1.1%
+557.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +1.8% | -4.2% | +6.0% | +3.2% |
| 30D | -13.9% | -14.6% | +0.7% | -9.3% |
| 3M | -39.8% | -18.4% | -21.4% | -35.7% |
| 6M | -6.0% | -11.9% | +5.9% | -2.2% |
| YTD | -5.4% | -26.6% | +21.2% | +4.8% |
| 1Y | -1.8% | -28.5% | +26.7% | +9.6% |
| 3Y | +53.7% | -5.1% | +58.8% | +54.5% |
| 5Y | +268.5% | -10.5% | +279.0% | +259.4% |
| All | +558.9% | +1.1% | +557.7% | +456.9% |
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