+24.2%
SWK vs WYNN
-25.3%
+49.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.4% |
| 7D | -4.6% | -1.4% | -3.1% | -4.0% |
| 30D | -9.9% | -11.8% | +1.9% | -5.1% |
| 3M | +15.4% | -15.8% | +31.2% | +24.0% |
| 6M | +25.0% | -10.7% | +35.7% | +30.4% |
| YTD | +27.2% | -24.5% | +51.7% | +40.6% |
| All | +24.2% | -25.3% | +49.5% | +36.4% |
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