+562.3%
SE vs WYNN
-33.5%
+595.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | -4.8% | -3.4% | -1.4% | -3.5% |
| 30D | -18.1% | -15.4% | -2.7% | -12.8% |
| 3M | +30.6% | -15.8% | +46.4% | +39.1% |
| 6M | +20.8% | -13.5% | +34.3% | +27.3% |
| YTD | -15.6% | -26.0% | +10.4% | -6.0% |
| 1Y | -44.2% | -27.4% | -16.8% | -38.1% |
| 3Y | +181.5% | -3.7% | +185.3% | +171.7% |
| 5Y | -66.9% | -9.8% | -57.2% | -68.3% |
| All | +562.3% | -33.5% | +595.8% | +374.0% |
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 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