+339.6%
SLV vs WYNN
+123.6%
+216.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.4% | +2.5% |
| 7D | +2.8% | -1.4% | +4.2% | +2.9% |
| 30D | +2.2% | -11.8% | +14.0% | +3.4% |
| 3M | +2.9% | -15.8% | +18.7% | +4.5% |
| 6M | -22.4% | -10.7% | -11.7% | -21.7% |
| YTD | -5.7% | -24.5% | +18.7% | -3.4% |
| 1Y | +63.3% | -25.0% | +88.3% | +67.2% |
| 3Y | +189.0% | -1.8% | +190.8% | +185.8% |
| 5Y | +172.7% | -10.0% | +182.7% | +166.4% |
| 10Y | +235.3% | +3.2% | +232.1% | +203.3% |
| All | +339.6% | +123.6% | +216.0% | +199.7% |
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