-50.3%
SWKS vs WYNN
-10.4%
-40.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.7% |
| 3M | +4.1% | -15.8% | +19.9% | +11.1% |
| 6M | +39.7% | -10.7% | +50.4% | +44.6% |
| YTD | +23.2% | -24.5% | +47.7% | +36.4% |
| 1Y | +5.3% | -25.0% | +30.3% | +15.5% |
| 3Y | -15.1% | -1.8% | -13.4% | -20.3% |
| 5Y | -50.3% | -10.0% | -40.3% | -56.6% |
| All | -50.3% | -10.4% | -40.0% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling