-22.4%
SIRI vs WYNN
-5.1%
-17.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +0.6% | -4.2% | +4.7% | +1.8% |
| 30D | +2.5% | -14.6% | +17.1% | +7.2% |
| 3M | +6.6% | -18.4% | +25.0% | +12.8% |
| 6M | +32.9% | -11.9% | +44.8% | +36.8% |
| YTD | +50.5% | -26.6% | +77.0% | +63.4% |
| 1Y | +28.0% | -28.5% | +56.5% | +38.4% |
| 3Y | -22.4% | -5.1% | -17.3% | -30.7% |
| All | -22.4% | -5.1% | -17.3% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling