+569.1%
SWK vs WYNN
+1,161.1%
-592.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +11.3% | +12.4% | -1.1% | +7.5% |
| 30D | +31.5% | +16.2% | +15.3% | +25.6% |
| 3M | +14.4% | -14.6% | +29.1% | +19.9% |
| 6M | +46.4% | -14.3% | +60.8% | +52.9% |
| YTD | +61.6% | -26.9% | +88.5% | +77.1% |
| 1Y | +78.7% | -31.6% | +110.4% | +99.7% |
| 3Y | +54.4% | +5.3% | +49.1% | +49.5% |
| 5Y | -25.3% | -1.7% | -23.6% | -29.4% |
| 10Y | +22.4% | +15.2% | +7.2% | -0.9% |
| All | +569.1% | +1,161.1% | -592.0% | +170.8% |
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