-14.1%
SWKS vs WYNN
-2.3%
-11.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.4% |
| 7D | +6.8% | -1.4% | +8.2% | +7.4% |
| 30D | +11.3% | -11.8% | +23.0% | +16.8% |
| 3M | +4.1% | -15.8% | +19.9% | +11.3% |
| 6M | +39.7% | -10.7% | +50.4% | +44.5% |
| YTD | +23.2% | -24.5% | +47.7% | +37.0% |
| 1Y | +5.3% | -25.0% | +30.3% | +15.7% |
| All | -14.1% | -2.3% | -11.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling