+41.1%
SCHD vs WYNN
-31.7%
+72.7%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | +1.2% |
| 7D | +3.2% | +15.4% | -12.2% | +1.8% |
| 30D | +10.7% | +6.8% | +3.9% | +9.8% |
| 3M | +7.8% | -15.4% | +23.2% | +9.1% |
| 6M | +16.7% | -20.0% | +36.7% | +18.7% |
| YTD | +35.3% | -31.0% | +66.3% | +39.8% |
| All | +41.1% | -31.7% | +72.7% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling