+1,817.6%
SMH vs WYNN
+1.1%
+1,816.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +0.3% | -4.2% | +4.5% | +1.6% |
| 30D | -2.8% | -14.6% | +11.8% | +2.1% |
| 3M | -6.7% | -18.4% | +11.7% | -0.8% |
| 6M | +41.8% | -11.9% | +53.7% | +46.8% |
| YTD | +57.9% | -26.6% | +84.5% | +72.6% |
| 1Y | +87.6% | -28.5% | +116.2% | +105.6% |
| 3Y | +282.9% | -5.1% | +288.1% | +274.0% |
| 5Y | +330.4% | -10.5% | +340.9% | +308.7% |
| All | +1,817.6% | +1.1% | +1,816.5% | +1,512.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling