+17.9%
SWKS vs WYNN
-26.8%
+44.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.0% | +11.8% | +10.1% |
| 7D | +17.5% | -3.4% | +21.0% | +18.2% |
| 30D | +23.0% | -15.4% | +38.4% | +27.0% |
| 3M | +19.5% | -15.8% | +35.3% | +23.6% |
| 6M | +54.3% | -13.5% | +67.8% | +57.8% |
| YTD | +35.3% | -26.0% | +61.3% | +42.5% |
| 1Y | +17.9% | -27.4% | +45.3% | +24.7% |
| All | +17.9% | -26.8% | +44.7% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling