+93.3%
SNOW vs WYNN
-5.1%
+98.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -2.4% | -4.2% | +1.8% | -1.0% |
| 30D | -1.0% | -14.6% | +13.6% | +4.2% |
| 3M | +36.9% | -18.4% | +55.3% | +46.1% |
| 6M | +83.4% | -11.9% | +95.3% | +89.8% |
| YTD | +50.0% | -26.6% | +76.6% | +65.3% |
| 1Y | +46.5% | -28.5% | +75.1% | +62.7% |
| 3Y | +93.3% | -5.1% | +98.5% | +83.9% |
| All | +93.3% | -5.1% | +98.4% | +83.9% |
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