-2.3%
SW vs WYNN
-6.8%
+4.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.3% | -1.5% |
| 7D | -2.9% | +2.3% | -5.3% | -3.5% |
| 30D | +5.0% | +15.4% | -10.3% | +1.2% |
| 3M | -13.7% | -16.7% | +3.0% | -9.9% |
| 6M | +8.0% | -11.1% | +19.2% | +10.8% |
| YTD | +14.0% | -28.8% | +42.8% | +22.9% |
| 1Y | +25.6% | -30.2% | +55.8% | +35.9% |
| 3Y | +40.1% | +3.8% | +36.4% | +36.4% |
| All | -2.3% | -6.8% | +4.5% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling