+686.9%
SEI vs WYNN
-22.0%
+709.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.4% |
| 7D | +22.6% | -4.2% | +26.8% | +24.6% |
| 30D | +9.1% | -14.6% | +23.7% | +15.6% |
| 3M | -11.3% | -18.4% | +7.1% | -4.8% |
| 6M | +22.0% | -11.9% | +33.9% | +26.9% |
| YTD | +47.3% | -26.6% | +73.9% | +63.2% |
| 1Y | +124.8% | -28.5% | +153.3% | +149.5% |
| 3Y | +591.3% | -5.1% | +596.4% | +572.6% |
| 5Y | +1,008.2% | -10.5% | +1,018.7% | +936.2% |
| All | +686.9% | -22.0% | +709.0% | +587.0% |
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