+60.2%
SCHD vs WYNN
-11.0%
+71.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.0% | -4.2% | +2.2% | -1.3% |
| 30D | -0.4% | -14.6% | +14.2% | +2.0% |
| 3M | +5.7% | -18.4% | +24.1% | +8.9% |
| 6M | +11.9% | -11.9% | +23.8% | +13.7% |
| YTD | +26.4% | -26.6% | +53.0% | +31.9% |
| 1Y | +27.6% | -28.5% | +56.1% | +33.2% |
| 3Y | +54.9% | -5.1% | +60.1% | +51.2% |
| All | +60.2% | -11.0% | +71.1% | +52.0% |
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