-78.3%
SNAP vs WYNN
-2.2%
-76.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.3% |
| 7D | -5.0% | -1.4% | -3.6% | -4.4% |
| 30D | -0.7% | -11.8% | +11.0% | +4.7% |
| 3M | -5.0% | -15.8% | +10.8% | +1.9% |
| 6M | +3.5% | -10.7% | +14.2% | +8.1% |
| YTD | -34.2% | -24.5% | -9.7% | -26.4% |
| 1Y | -27.1% | -25.0% | -2.0% | -19.1% |
| 3Y | -43.5% | -1.8% | -41.7% | -45.6% |
| 5Y | -92.9% | -10.0% | -82.9% | -93.2% |
| All | -78.3% | -2.2% | -76.1% | -82.5% |
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