+50.8%
SWKS vs WYNN
+13.3%
+37.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.9% |
| 7D | +9.4% | +2.3% | +7.1% | +8.4% |
| 30D | +17.0% | +15.4% | +1.6% | +10.8% |
| 3M | +28.9% | -16.7% | +45.6% | +36.2% |
| 6M | +33.1% | -11.1% | +44.3% | +36.8% |
| YTD | +44.8% | -28.8% | +73.6% | +60.3% |
| 1Y | +36.2% | -30.2% | +66.4% | +51.7% |
| 3Y | +11.5% | +3.8% | +7.7% | +5.1% |
| 5Y | -37.1% | -6.2% | -30.9% | -41.1% |
| All | +50.8% | +13.3% | +37.6% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling