+252.8%
SPOT vs WYNN
-47.4%
+300.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -3.1% | -4.2% | +1.1% | -2.0% |
| 30D | +7.4% | -14.6% | +22.0% | +11.7% |
| 3M | +8.2% | -18.4% | +26.6% | +13.8% |
| 6M | +2.2% | -11.9% | +14.1% | +5.0% |
| YTD | -9.5% | -26.6% | +17.1% | -2.8% |
| 1Y | -23.8% | -28.5% | +4.7% | -18.2% |
| 3Y | +233.5% | -5.1% | +238.6% | +223.1% |
| 5Y | +112.2% | -10.5% | +122.7% | +99.2% |
| All | +252.8% | -47.4% | +300.3% | +243.7% |
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