+1,881.5%
SWKS vs WYNN
+1,128.7%
+752.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.9% |
| 7D | +9.4% | +2.3% | +7.1% | +8.5% |
| 30D | +17.0% | +15.4% | +1.6% | +11.1% |
| 3M | +28.9% | -16.7% | +45.6% | +35.6% |
| 6M | +33.1% | -11.1% | +44.3% | +36.6% |
| YTD | +44.8% | -28.8% | +73.6% | +59.2% |
| 1Y | +36.2% | -30.2% | +66.4% | +50.5% |
| 3Y | +11.5% | +3.8% | +7.7% | +6.1% |
| 5Y | -37.1% | -6.2% | -30.9% | -40.4% |
| 10Y | +49.9% | +12.6% | +37.3% | +15.5% |
| All | +1,881.5% | +1,128.7% | +752.7% | +649.6% |
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 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