-85.6%
SMR vs WYNN
-32.5%
-53.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.1% | -10.5% | -8.4% |
| 7D | -9.5% | +15.4% | -24.9% | -18.6% |
| 30D | -33.2% | +6.8% | -40.0% | -36.4% |
| 3M | -45.9% | -15.4% | -30.6% | -38.9% |
| 6M | -57.9% | -20.0% | -37.9% | -50.6% |
| YTD | -63.8% | -31.0% | -32.8% | -54.6% |
| 1Y | -85.6% | -31.5% | -54.1% | -83.1% |
| All | -85.6% | -32.5% | -53.1% | -83.1% |
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