+40.3%
RUN vs WYNN
+1.1%
+39.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -3.7% | -4.2% | +0.5% | -1.7% |
| 30D | -13.0% | -14.6% | +1.6% | -6.4% |
| 3M | -31.8% | -18.4% | -13.4% | -25.3% |
| 6M | -32.2% | -11.9% | -20.3% | -28.5% |
| YTD | -53.5% | -26.6% | -26.9% | -46.1% |
| 1Y | -46.5% | -28.5% | -18.0% | -38.2% |
| 3Y | -37.6% | -5.1% | -32.5% | -36.7% |
| 5Y | -80.9% | -10.5% | -70.4% | -81.0% |
| All | +40.3% | +1.1% | +39.2% | +27.6% |
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 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