-41.5%
SWK vs WYNN
-10.4%
-31.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.5% |
| 7D | -4.6% | -1.4% | -3.1% | -4.0% |
| 30D | -9.9% | -11.8% | +1.9% | -5.6% |
| 3M | +15.4% | -15.8% | +31.2% | +22.9% |
| 6M | +25.0% | -10.7% | +35.7% | +29.9% |
| YTD | +27.2% | -24.5% | +51.7% | +40.6% |
| 1Y | +24.6% | -25.0% | +49.6% | +37.1% |
| 3Y | +13.7% | -1.8% | +15.4% | +10.2% |
| 5Y | -41.5% | -10.0% | -31.5% | -46.2% |
| All | -41.5% | -10.4% | -31.2% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling