+34.7%
SWK vs WYNN
-26.4%
+61.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | -3.9% | +3.5% | +1.2% |
| 30D | -5.7% | -9.3% | +3.6% | -1.9% |
| 3M | +24.1% | -11.4% | +35.5% | +30.3% |
| 6M | +24.7% | -11.0% | +35.7% | +30.1% |
| YTD | +33.9% | -23.4% | +57.3% | +46.7% |
| 1Y | +34.7% | -24.8% | +59.5% | +44.5% |
| All | +34.7% | -26.4% | +61.1% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling