+53.7%
RMBS vs WYNN
-5.1%
+58.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.4% |
| 7D | +1.8% | -4.2% | +6.0% | +4.3% |
| 30D | -13.9% | -14.6% | +0.7% | -5.6% |
| 3M | -39.8% | -18.4% | -21.4% | -32.4% |
| 6M | -6.0% | -11.9% | +5.9% | +0.4% |
| YTD | -5.4% | -26.6% | +21.2% | +12.9% |
| 1Y | -1.8% | -28.5% | +26.7% | +18.5% |
| 3Y | +53.7% | -5.1% | +58.8% | +44.4% |
| All | +53.7% | -5.1% | +58.7% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling