+39.2%
S vs WYNN
-32.5%
+71.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.4% | +0.9% |
| 7D | -8.2% | +15.4% | -23.6% | -10.0% |
| 30D | -7.6% | +6.8% | -14.4% | -8.4% |
| 3M | +12.0% | -15.4% | +27.4% | +15.1% |
| 6M | +50.6% | -20.0% | +70.5% | +56.6% |
| YTD | +56.6% | -31.0% | +87.6% | +68.2% |
| 1Y | +39.2% | -31.5% | +70.7% | +48.2% |
| All | +39.2% | -32.5% | +71.7% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling