-87.3%
SEDG vs WYNN
-11.0%
-76.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.2% |
| 7D | +1.4% | -4.2% | +5.6% | +3.6% |
| 30D | +8.3% | -14.6% | +22.9% | +16.9% |
| 3M | -40.7% | -18.4% | -22.2% | -35.1% |
| 6M | -3.9% | -11.9% | +8.0% | -0.4% |
| YTD | +20.2% | -26.6% | +46.8% | +37.3% |
| 1Y | +17.6% | -28.5% | +46.1% | +35.7% |
| 3Y | -76.6% | -5.1% | -71.5% | -76.9% |
| All | -87.3% | -11.0% | -76.3% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling