+1,122.9%
SCHG vs WYNN
+126.2%
+996.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.0% | -4.2% | +3.2% | -0.1% |
| 30D | -1.3% | -14.6% | +13.4% | +2.2% |
| 3M | +5.4% | -18.4% | +23.8% | +10.1% |
| 6M | +14.4% | -11.9% | +26.3% | +17.2% |
| YTD | +8.0% | -26.6% | +34.6% | +15.0% |
| 1Y | +12.7% | -28.5% | +41.3% | +20.1% |
| 3Y | +85.6% | -5.1% | +90.7% | +81.5% |
| 5Y | +85.5% | -10.5% | +96.0% | +76.8% |
| 10Y | +456.0% | +0.3% | +455.7% | +353.3% |
| All | +1,122.9% | +126.2% | +996.7% | +595.8% |
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