+4,789.7%
SITM vs WYNN
-23.4%
+4,813.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.4% | +6.0% |
| 7D | +3.9% | -4.2% | +8.0% | +6.1% |
| 30D | -6.6% | -14.6% | +8.0% | +1.2% |
| 3M | -11.9% | -18.4% | +6.5% | -2.6% |
| 6M | +81.1% | -11.9% | +93.1% | +91.5% |
| YTD | +80.0% | -26.6% | +106.6% | +107.2% |
| 1Y | +145.8% | -28.5% | +174.4% | +183.0% |
| 3Y | +475.9% | -5.1% | +481.0% | +464.5% |
| 5Y | +189.2% | -10.5% | +199.7% | +178.9% |
| All | +4,789.7% | -23.4% | +4,813.1% | +4,723.7% |
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 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