-16.5%
SOUN vs WYNN
+31.8%
-48.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -7.1% | -4.2% | -2.9% | -4.9% |
| 30D | -15.4% | -14.6% | -0.8% | -7.8% |
| 3M | -10.6% | -18.4% | +7.8% | -0.2% |
| 6M | -19.6% | -11.9% | -7.7% | -14.1% |
| YTD | -37.2% | -26.6% | -10.6% | -25.8% |
| 1Y | -57.1% | -28.5% | -28.5% | -49.2% |
| 3Y | +178.2% | -5.1% | +183.3% | +170.6% |
| All | -16.5% | +31.8% | -48.3% | -23.9% |
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