+185.2%
SITM vs WYNN
-11.0%
+196.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.4% | +6.1% |
| 7D | +3.9% | -4.2% | +8.0% | +6.6% |
| 30D | -6.6% | -14.6% | +8.0% | +3.1% |
| 3M | -11.9% | -18.4% | +6.5% | -0.3% |
| 6M | +81.1% | -11.9% | +93.1% | +93.6% |
| YTD | +80.0% | -26.6% | +106.6% | +114.1% |
| 1Y | +145.8% | -28.5% | +174.4% | +191.4% |
| 3Y | +475.9% | -5.1% | +481.0% | +440.5% |
| All | +185.2% | -11.0% | +196.2% | +148.7% |
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 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