+722.5%
SW vs WYNN
+47.6%
+674.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.8% | -5.7% | -1.4% |
| 7D | +2.3% | +11.3% | -9.0% | +1.2% |
| 30D | +6.8% | +10.9% | -4.1% | +5.6% |
| 3M | -5.2% | -17.9% | +12.7% | -3.3% |
| 6M | +7.4% | -22.3% | +29.8% | +10.1% |
| YTD | +17.4% | -30.4% | +47.8% | +21.6% |
| 1Y | +27.1% | -31.5% | +58.6% | +31.8% |
| 3Y | +47.9% | -9.9% | +57.8% | +48.4% |
| 5Y | -2.6% | -11.1% | +8.6% | -3.8% |
| 10Y | +182.7% | +6.2% | +176.5% | +163.8% |
| All | +722.5% | +47.6% | +674.9% | +609.0% |
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