-6.4%
T vs WYNN
-32.5%
+26.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.1% | -4.0% | +1.8% |
| 7D | +5.5% | +15.4% | -10.0% | +4.8% |
| 30D | -8.9% | +6.8% | -15.7% | -9.3% |
| 3M | -5.6% | -15.4% | +9.8% | -6.6% |
| 6M | -14.3% | -20.0% | +5.7% | -15.5% |
| YTD | -7.9% | -31.0% | +23.1% | -10.4% |
| 1Y | -6.4% | -31.5% | +25.1% | -9.0% |
| All | -6.4% | -32.5% | +26.0% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling