+821.2%
SPYM vs WYNN
+208.9%
+612.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -0.8% | -4.2% | +3.4% | 0.0% |
| 30D | -1.1% | -14.6% | +13.5% | +1.9% |
| 3M | +3.9% | -18.4% | +22.3% | +7.8% |
| 6M | +13.6% | -11.9% | +25.5% | +16.0% |
| YTD | +12.7% | -26.6% | +39.3% | +18.9% |
| 1Y | +17.6% | -28.5% | +46.1% | +24.1% |
| 3Y | +77.2% | -5.1% | +82.4% | +73.9% |
| 5Y | +84.1% | -10.5% | +94.6% | +76.3% |
| 10Y | +323.8% | +0.3% | +323.6% | +259.2% |
| All | +821.2% | +208.9% | +612.2% | +449.3% |
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