-54.3%
S vs WYNN
-24.1%
-30.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +1.0% |
| 7D | -1.2% | -1.4% | +0.2% | -0.6% |
| 30D | -12.6% | -11.8% | -0.8% | -8.0% |
| 3M | +27.6% | -15.8% | +43.4% | +36.5% |
| 6M | +35.5% | -10.7% | +46.2% | +40.1% |
| YTD | +29.6% | -24.5% | +54.1% | +44.4% |
| 1Y | +8.1% | -25.0% | +33.2% | +19.5% |
| 3Y | +14.8% | -1.8% | +16.5% | +5.8% |
| 5Y | -70.6% | -10.0% | -60.5% | -75.3% |
| All | -54.3% | -24.1% | -30.2% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling