+271.5%
RMD vs WYNN
+1.1%
+270.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -4.4% | -4.2% | -0.2% | -3.9% |
| 30D | -3.1% | -14.6% | +11.5% | -1.1% |
| 3M | +13.8% | -18.4% | +32.2% | +16.8% |
| 6M | -8.6% | -11.9% | +3.3% | -7.2% |
| YTD | -8.6% | -26.6% | +17.9% | -5.1% |
| 1Y | -19.7% | -28.5% | +8.9% | -16.6% |
| 3Y | +48.4% | -5.1% | +53.5% | +46.2% |
| 5Y | -22.7% | -10.5% | -12.2% | -25.4% |
| All | +271.5% | +1.1% | +270.3% | +239.1% |
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