+29.8%
SNOW vs WYNN
+12.9%
+17.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | -7.5% | -3.4% | -4.1% | -6.3% |
| 30D | -1.3% | -15.4% | +14.1% | +5.1% |
| 3M | +37.4% | -15.8% | +53.2% | +46.3% |
| 6M | +88.1% | -13.5% | +101.6% | +97.1% |
| YTD | +50.3% | -26.0% | +76.3% | +67.3% |
| 1Y | +46.0% | -27.4% | +73.4% | +63.0% |
| 3Y | +98.7% | -3.7% | +102.4% | +90.4% |
| 5Y | +3.5% | -9.8% | +13.3% | -8.8% |
| All | +29.8% | +12.9% | +17.0% | +24.9% |
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 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