+62.1%
SPG vs WYNN
+1.1%
+61.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -1.2% | -4.2% | +3.0% | +0.5% |
| 30D | -6.1% | -14.6% | +8.5% | -0.2% |
| 3M | -3.6% | -18.4% | +14.8% | +3.9% |
| 6M | +10.4% | -11.9% | +22.3% | +15.0% |
| YTD | +14.4% | -26.6% | +41.0% | +27.4% |
| 1Y | +16.5% | -28.5% | +45.1% | +29.6% |
| 3Y | +106.8% | -5.1% | +111.9% | +95.9% |
| 5Y | +108.9% | -10.5% | +119.4% | +87.2% |
| All | +62.1% | +1.1% | +61.0% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling