+47.9%
SW vs WYNN
-7.9%
+55.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.8% | -5.7% | -2.8% |
| 7D | +2.3% | +11.3% | -9.0% | -1.9% |
| 30D | +6.8% | +10.9% | -4.1% | +2.4% |
| 3M | -5.2% | -17.9% | +12.7% | +1.8% |
| 6M | +7.4% | -22.3% | +29.8% | +17.5% |
| YTD | +17.4% | -30.4% | +47.8% | +33.0% |
| 1Y | +27.1% | -31.5% | +58.6% | +44.4% |
| 3Y | +47.9% | -9.9% | +57.8% | +42.9% |
| All | +47.9% | -7.9% | +55.7% | +42.9% |
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