+16.3%
SWK vs WYNN
+0.1%
+16.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.2% |
| 7D | +0.1% | +1.8% | -1.7% | -0.8% |
| 30D | -8.9% | -9.8% | +0.9% | -4.2% |
| 3M | +20.5% | -11.8% | +32.3% | +27.9% |
| 6M | +27.1% | -8.8% | +35.9% | +32.2% |
| YTD | +30.2% | -22.8% | +53.0% | +46.8% |
| 1Y | +24.8% | -24.1% | +48.9% | +40.0% |
| 3Y | +16.3% | +0.4% | +15.9% | +3.4% |
| All | +16.3% | +0.1% | +16.2% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling