-7.5%
T vs WYNN
-28.3%
+20.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.0% |
| 7D | +1.5% | -4.2% | +5.7% | +1.3% |
| 30D | +7.5% | -14.6% | +22.1% | +6.5% |
| 3M | +14.8% | -18.4% | +33.2% | +13.2% |
| 6M | -1.7% | -11.9% | +10.2% | -2.3% |
| YTD | +8.7% | -26.6% | +35.3% | +6.1% |
| 1Y | -7.5% | -28.5% | +21.1% | -10.3% |
| All | -7.5% | -28.3% | +20.9% | -10.3% |
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