+1,560.7%
SWKS vs WYNN
+1,232.2%
+328.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +11.8% | +1.8% | +10.0% | +11.2% |
| 30D | +6.7% | -9.8% | +16.6% | +10.2% |
| 3M | 0.0% | -11.8% | +11.8% | +3.9% |
| 6M | +38.7% | -8.8% | +47.5% | +41.8% |
| YTD | +21.4% | -22.8% | +44.2% | +30.9% |
| 1Y | +2.9% | -24.1% | +27.0% | +10.7% |
| 3Y | -16.4% | +0.4% | -16.8% | -19.3% |
| 5Y | -51.2% | -8.7% | -42.5% | -53.4% |
| 10Y | +31.0% | +8.3% | +22.7% | +2.4% |
| All | +1,560.7% | +1,232.2% | +328.5% | +516.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling