+137.7%
RY vs WYNN
-12.8%
+150.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | -2.9% | -3.4% | +0.6% | -2.3% |
| 30D | -2.0% | -15.4% | +13.4% | +0.7% |
| 3M | +4.9% | -15.8% | +20.7% | +7.8% |
| 6M | +26.1% | -13.5% | +39.6% | +28.9% |
| YTD | +22.4% | -26.0% | +48.4% | +28.1% |
| 1Y | +44.7% | -27.4% | +72.1% | +51.3% |
| 3Y | +155.7% | -3.7% | +159.4% | +149.0% |
| 5Y | +137.7% | -9.8% | +147.4% | +123.1% |
| All | +137.7% | -12.8% | +150.5% | +123.1% |
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