+735.6%
SO vs WYNN
+1,177.3%
-441.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -1.1% | -3.4% | +2.3% | -0.9% |
| 30D | -3.7% | -15.4% | +11.7% | -2.7% |
| 3M | -5.9% | -15.8% | +9.9% | -4.9% |
| 6M | -7.3% | -13.5% | +6.2% | -6.6% |
| YTD | +3.1% | -26.0% | +29.1% | +4.9% |
| 1Y | -1.0% | -27.4% | +26.4% | +0.7% |
| 3Y | +43.2% | -3.7% | +47.0% | +41.7% |
| 5Y | +59.1% | -9.8% | +68.9% | +55.5% |
| 10Y | +160.2% | +1.1% | +159.1% | +140.7% |
| All | +735.6% | +1,177.3% | -441.7% | +472.0% |
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