+553.4%
SE vs WYNN
-34.0%
+587.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -5.2% | -4.2% | -1.0% | -3.7% |
| 30D | -17.1% | -14.6% | -2.5% | -12.0% |
| 3M | +24.0% | -18.4% | +42.4% | +33.6% |
| 6M | +21.0% | -11.9% | +32.9% | +26.6% |
| YTD | -16.7% | -26.6% | +9.9% | -7.0% |
| 1Y | -45.9% | -28.5% | -17.4% | -39.6% |
| 3Y | +177.8% | -5.1% | +182.9% | +169.6% |
| 5Y | -67.4% | -10.5% | -56.9% | -68.6% |
| All | +553.4% | -34.0% | +587.4% | +369.0% |
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