+5,220.7%
SHW vs WYNN
+1,177.3%
+4,043.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | -4.5% | -3.4% | -1.0% | -3.9% |
| 30D | -12.7% | -15.4% | +2.7% | -10.1% |
| 3M | +4.7% | -15.8% | +20.5% | +7.8% |
| 6M | -3.4% | -13.5% | +10.1% | -1.1% |
| YTD | -1.3% | -26.0% | +24.6% | +3.5% |
| 1Y | -10.4% | -27.4% | +17.0% | -6.0% |
| 3Y | +20.1% | -3.7% | +23.8% | +17.8% |
| 5Y | +10.5% | -9.8% | +20.2% | +5.8% |
| 10Y | +280.3% | +1.1% | +279.2% | +219.5% |
| All | +5,220.7% | +1,177.3% | +4,043.5% | +2,914.3% |
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