+41.9%
SO vs WYNN
-5.1%
+46.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.7% |
| 7D | -1.1% | -4.2% | +3.1% | -1.1% |
| 30D | -5.0% | -14.6% | +9.6% | -5.0% |
| 3M | -5.8% | -18.4% | +12.6% | -5.8% |
| 6M | -7.9% | -11.9% | +4.0% | -7.9% |
| YTD | +2.4% | -26.6% | +29.0% | +2.5% |
| 1Y | -2.3% | -28.5% | +26.3% | -2.2% |
| 3Y | +41.9% | -5.1% | +47.0% | +40.4% |
| All | +41.9% | -5.1% | +46.9% | +40.4% |
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 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