+319.2%
SYF vs WYNN
-51.4%
+370.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -4.9% | -4.2% | -0.7% | -3.5% |
| 30D | -4.3% | -14.6% | +10.3% | +1.1% |
| 3M | +5.5% | -18.4% | +23.9% | +12.9% |
| 6M | +17.5% | -11.9% | +29.4% | +22.2% |
| YTD | -7.8% | -26.6% | +18.8% | +2.1% |
| 1Y | +1.6% | -28.5% | +30.2% | +12.6% |
| 3Y | +154.8% | -5.1% | +159.9% | +149.6% |
| 5Y | +79.5% | -10.5% | +90.0% | +69.9% |
| 10Y | +256.4% | +0.3% | +256.1% | +200.7% |
| All | +319.2% | -51.4% | +370.6% | +272.5% |
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