+351.0%
SAN vs WYNN
-5.1%
+356.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | +0.2% | -4.2% | +4.4% | +1.3% |
| 30D | +0.9% | -14.6% | +15.6% | +5.0% |
| 3M | +19.1% | -18.4% | +37.5% | +25.2% |
| 6M | +33.2% | -11.9% | +45.1% | +37.3% |
| YTD | +29.1% | -26.6% | +55.7% | +38.4% |
| 1Y | +50.2% | -28.5% | +78.8% | +61.0% |
| 3Y | +351.0% | -5.1% | +356.2% | +322.8% |
| All | +351.0% | -5.1% | +356.1% | +322.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling