+9.5%
SNOW vs WYNN
-32.5%
+41.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -3.1% |
| 7D | -14.5% | +15.4% | -29.9% | -18.1% |
| 30D | -14.3% | +6.8% | -21.0% | -15.7% |
| 3M | -8.3% | -15.4% | +7.1% | -2.9% |
| 6M | +101.5% | -20.0% | +121.5% | +117.3% |
| YTD | +32.5% | -31.0% | +63.5% | +53.6% |
| 1Y | +9.5% | -31.5% | +41.0% | +31.4% |
| All | +9.5% | -32.5% | +41.9% | +31.4% |
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