+309.7%
SN vs WYNN
-14.4%
+324.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.2% |
| 7D | -3.4% | -1.4% | -2.0% | -2.7% |
| 30D | -9.1% | -11.8% | +2.7% | -3.2% |
| 3M | +31.8% | -15.8% | +47.6% | +43.5% |
| 6M | +52.0% | -10.7% | +62.7% | +60.9% |
| YTD | +51.3% | -24.5% | +75.8% | +72.8% |
| 1Y | +46.9% | -25.0% | +71.9% | +66.9% |
| 3Y | +394.9% | -1.8% | +396.7% | +348.7% |
| All | +309.7% | -14.4% | +324.1% | +294.8% |
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 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