+125.0%
SU vs WYNN
-5.1%
+130.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +2.2% | -4.2% | +6.4% | +2.7% |
| 30D | +8.4% | -14.6% | +23.1% | +10.4% |
| 3M | +12.1% | -18.4% | +30.5% | +14.7% |
| 6M | +19.7% | -11.9% | +31.6% | +20.7% |
| YTD | +58.4% | -26.6% | +85.0% | +64.5% |
| 1Y | +67.2% | -28.5% | +95.8% | +73.5% |
| 3Y | +125.0% | -5.1% | +130.2% | +112.4% |
| All | +125.0% | -5.1% | +130.1% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling