+0.1%
SCHW vs WYNN
-34.2%
+34.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.3% |
| 7D | +3.5% | +6.9% | -3.4% | +2.5% |
| 30D | -4.4% | +3.5% | -7.9% | -4.8% |
| 3M | -14.0% | -21.4% | +7.3% | -11.2% |
| 6M | +0.8% | -25.0% | +25.8% | +4.9% |
| YTD | -6.4% | -33.6% | +27.2% | -1.6% |
| 1Y | +0.1% | -36.0% | +36.1% | +5.4% |
| All | +0.1% | -34.2% | +34.3% | +5.4% |
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