+183.3%
SW vs WYNN
+14.3%
+169.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.4% |
| 7D | +1.8% | +11.6% | -9.8% | +0.2% |
| 30D | +7.0% | +15.4% | -8.3% | +4.8% |
| 3M | -7.6% | -15.2% | +7.6% | -5.6% |
| 6M | +8.5% | -14.9% | +23.5% | +10.8% |
| YTD | +17.7% | -27.4% | +45.1% | +22.6% |
| 1Y | +27.1% | -30.6% | +57.7% | +33.0% |
| 3Y | +48.2% | -1.4% | +49.6% | +47.1% |
| 5Y | -2.3% | -4.5% | +2.2% | -5.0% |
| 10Y | +183.3% | +11.1% | +172.3% | +193.6% |
| All | +183.3% | +14.3% | +169.0% | +193.6% |
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