+311.0%
SN vs WYNN
-4.3%
+315.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -2.9% |
| 7D | -7.2% | -3.4% | -3.8% | -5.5% |
| 30D | -13.4% | -15.4% | +2.0% | -5.8% |
| 3M | +26.8% | -15.8% | +42.6% | +38.1% |
| 6M | +44.6% | -13.5% | +58.1% | +55.5% |
| YTD | +45.3% | -26.0% | +71.3% | +67.5% |
| 1Y | +40.1% | -27.4% | +67.5% | +61.7% |
| All | +311.0% | -4.3% | +315.3% | +273.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling