-20.9%
RMD vs WYNN
-11.0%
-9.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -4.4% | -4.2% | -0.2% | -3.7% |
| 30D | -3.1% | -14.6% | +11.5% | -0.6% |
| 3M | +13.8% | -18.4% | +32.2% | +17.6% |
| 6M | -8.6% | -11.9% | +3.3% | -6.9% |
| YTD | -8.6% | -26.6% | +17.9% | -4.2% |
| 1Y | -19.7% | -28.5% | +8.9% | -15.7% |
| 3Y | +48.4% | -5.1% | +53.5% | +44.7% |
| All | -20.9% | -11.0% | -9.9% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling