+171.9%
SAP vs WYNN
+1.1%
+170.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -4.1% | -4.2% | +0.1% | -3.2% |
| 30D | +1.1% | -14.6% | +15.7% | +4.4% |
| 3M | +26.1% | -18.4% | +44.5% | +31.5% |
| 6M | +9.8% | -11.9% | +21.7% | +12.5% |
| YTD | -13.6% | -26.6% | +13.0% | -8.1% |
| 1Y | -18.7% | -28.5% | +9.8% | -13.4% |
| 3Y | +54.1% | -5.1% | +59.3% | +51.3% |
| 5Y | +54.7% | -10.5% | +65.2% | +47.8% |
| All | +171.9% | +1.1% | +170.7% | +132.8% |
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 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