-53.5%
S vs WYNN
-26.2%
-27.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -0.7% | -4.2% | +3.5% | +1.2% |
| 30D | -11.4% | -14.6% | +3.2% | -5.5% |
| 3M | +33.8% | -18.4% | +52.2% | +45.1% |
| 6M | +39.5% | -11.9% | +51.4% | +45.1% |
| YTD | +31.7% | -26.6% | +58.3% | +48.4% |
| 1Y | +7.0% | -28.5% | +35.5% | +20.8% |
| 3Y | +11.8% | -5.1% | +16.9% | +4.7% |
| 5Y | -69.0% | -10.5% | -58.5% | -73.9% |
| All | -53.5% | -26.2% | -27.3% | -61.6% |
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