+52.7%
SWKS vs WYNN
+2.0%
+50.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.0% | +11.8% | +10.5% |
| 7D | +17.5% | -3.4% | +21.0% | +18.8% |
| 30D | +23.0% | -15.4% | +38.4% | +30.0% |
| 3M | +19.5% | -15.8% | +35.3% | +26.4% |
| 6M | +54.3% | -13.5% | +67.8% | +60.7% |
| YTD | +35.3% | -26.0% | +61.3% | +48.7% |
| 1Y | +17.9% | -27.4% | +45.3% | +29.2% |
| 3Y | -6.8% | -3.7% | -3.1% | -9.6% |
| 5Y | -45.4% | -9.8% | -35.7% | -48.4% |
| All | +52.7% | +2.0% | +50.7% | +27.3% |
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