+43.4%
SMH vs WYNN
-32.5%
+75.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.1% | -8.8% | -3.8% |
| 7D | -11.2% | +15.4% | -26.6% | -13.7% |
| 30D | -20.4% | +6.8% | -27.2% | -21.3% |
| 3M | -12.4% | -15.4% | +3.0% | -8.5% |
| 6M | -0.5% | -20.0% | +19.5% | +5.4% |
| YTD | +40.0% | -31.0% | +71.1% | +54.2% |
| 1Y | +43.4% | -31.5% | +74.9% | +57.3% |
| All | +43.4% | -32.5% | +75.8% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling