+755.0%
SW vs WYNN
+62.6%
+692.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.1% | -3.9% | -1.2% | -4.7% |
| 30D | -4.6% | -9.3% | +4.7% | -3.6% |
| 3M | +9.4% | -11.4% | +20.8% | +10.7% |
| 6M | +3.5% | -11.0% | +14.5% | +4.7% |
| YTD | +22.0% | -23.4% | +45.4% | +25.2% |
| 1Y | +2.2% | -24.8% | +27.0% | +4.9% |
| 3Y | +19.6% | -7.1% | +26.7% | +19.5% |
| 5Y | -2.3% | -5.4% | +3.1% | -4.4% |
| 10Y | +181.4% | +11.5% | +169.9% | +160.9% |
| All | +755.0% | +62.6% | +692.4% | +630.1% |
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 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