+1,103.3%
RSP vs WYNN
+896.7%
+206.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -1.8% | -1.4% | -0.4% | -1.5% |
| 30D | -2.5% | -11.8% | +9.2% | +0.3% |
| 3M | +3.0% | -15.8% | +18.8% | +7.0% |
| 6M | +8.9% | -10.7% | +19.6% | +11.3% |
| YTD | +13.0% | -24.5% | +37.4% | +19.8% |
| 1Y | +16.2% | -25.0% | +41.3% | +22.8% |
| 3Y | +52.7% | -1.8% | +54.4% | +47.9% |
| 5Y | +50.5% | -10.0% | +60.5% | +42.2% |
| 10Y | +209.8% | +3.2% | +206.7% | +149.8% |
| All | +1,103.3% | +896.7% | +206.6% | +456.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling