+373.8%
RY vs WYNN
+1.1%
+372.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -2.2% | -4.2% | +2.0% | -1.4% |
| 30D | -3.6% | -14.6% | +11.1% | -0.7% |
| 3M | +3.9% | -18.4% | +22.4% | +7.8% |
| 6M | +26.4% | -11.9% | +38.3% | +29.0% |
| YTD | +22.3% | -26.6% | +48.9% | +28.8% |
| 1Y | +43.7% | -28.5% | +72.2% | +51.4% |
| 3Y | +154.0% | -5.1% | +159.1% | +148.4% |
| 5Y | +137.6% | -10.5% | +148.1% | +126.5% |
| All | +373.8% | +1.1% | +372.7% | +319.9% |
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