+553.6%
SCHD vs WYNN
+2.2%
+551.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 3M | +5.7% | -18.4% | +24.1% | +9.2% |
| 6M | +11.9% | -11.9% | +23.8% | +13.8% |
| YTD | +26.4% | -26.6% | +53.0% | +32.4% |
| 1Y | +27.6% | -28.5% | +56.1% | +33.7% |
| 3Y | +54.9% | -5.1% | +60.1% | +52.0% |
| 5Y | +60.9% | -10.5% | +71.4% | +54.1% |
| 10Y | +243.4% | +0.3% | +243.2% | +197.4% |
| All | +553.6% | +2.2% | +551.4% | +417.1% |
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