+1,436.1%
SAP vs WYNN
+1,203.4%
+232.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.7% |
| 7D | -0.3% | -1.4% | +1.1% | 0.0% |
| 30D | +0.3% | -11.8% | +12.0% | +2.8% |
| 3M | +16.9% | -15.8% | +32.7% | +21.0% |
| 6M | +6.3% | -10.7% | +17.0% | +8.6% |
| YTD | -12.4% | -24.5% | +12.1% | -7.5% |
| 1Y | -21.6% | -25.0% | +3.4% | -17.4% |
| 3Y | +54.8% | -1.8% | +56.5% | +51.0% |
| 5Y | +56.2% | -10.0% | +66.2% | +49.5% |
| 10Y | +179.0% | +3.2% | +175.9% | +131.8% |
| All | +1,436.1% | +1,203.4% | +232.6% | +671.3% |
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 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