-72.9%
SOUN vs WYNN
-34.2%
-38.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | +0.7% |
| 7D | -2.3% | +6.9% | -9.2% | -6.0% |
| 30D | -25.5% | +3.5% | -29.0% | -27.0% |
| 3M | -33.7% | -21.4% | -12.4% | -24.2% |
| 6M | -53.4% | -25.0% | -28.4% | -45.0% |
| YTD | -57.3% | -33.6% | -23.7% | -47.7% |
| 1Y | -72.9% | -36.0% | -36.9% | -66.6% |
| All | -72.9% | -34.2% | -38.7% | -66.6% |
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