-92.3%
SNAP vs WYNN
-10.3%
-82.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +5.1% |
| 7D | -3.2% | -3.4% | +0.3% | -1.3% |
| 30D | +0.2% | -15.4% | +15.6% | +10.2% |
| 3M | +2.6% | -15.8% | +18.4% | +12.6% |
| 6M | +12.4% | -13.5% | +25.9% | +21.2% |
| YTD | -31.6% | -26.0% | -5.6% | -19.7% |
| 1Y | -21.7% | -27.4% | +5.7% | -8.7% |
| 3Y | -41.2% | -3.7% | -37.5% | -45.8% |
| All | -92.3% | -10.3% | -82.0% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling