+1,573.1%
SPYG vs WYNN
+1,166.9%
+406.3%
-51.3%
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 | -0.9% | -4.2% | +3.3% | 0.0% |
| 30D | -1.5% | -14.6% | +13.1% | +1.6% |
| 3M | +3.7% | -18.4% | +22.1% | +7.9% |
| 6M | +16.4% | -11.9% | +28.3% | +19.0% |
| YTD | +13.3% | -26.6% | +39.9% | +19.9% |
| 1Y | +17.9% | -28.5% | +46.4% | +24.9% |
| 3Y | +98.3% | -5.1% | +103.5% | +94.6% |
| 5Y | +86.4% | -10.5% | +96.9% | +78.7% |
| 10Y | +421.9% | +0.3% | +421.7% | +337.2% |
| All | +1,573.1% | +1,166.9% | +406.3% | +723.7% |
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