+54.5%
SAP vs WYNN
-11.0%
+65.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -4.1% | -4.2% | +0.1% | -3.1% |
| 30D | +1.1% | -14.6% | +15.7% | +4.8% |
| 3M | +26.1% | -18.4% | +44.5% | +32.1% |
| 6M | +9.8% | -11.9% | +21.7% | +12.8% |
| YTD | -13.6% | -26.6% | +13.0% | -7.5% |
| 1Y | -18.7% | -28.5% | +9.8% | -12.9% |
| 3Y | +54.1% | -5.1% | +59.3% | +50.1% |
| All | +54.5% | -11.0% | +65.5% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling