+40.5%
ROIV vs WYNN
-6.1%
+46.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.7% | +18.0% | +18.6% |
| 7D | +20.2% | +1.8% | +18.4% | +19.8% |
| 30D | +14.1% | -9.8% | +24.0% | +16.8% |
| 3M | +45.6% | -11.8% | +57.4% | +50.4% |
| All | +40.5% | -6.1% | +46.6% | +40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling