+623.4%
T vs WYNN
+1,166.9%
-543.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | +1.5% | -4.2% | +5.7% | +2.0% |
| 30D | +7.5% | -14.6% | +22.1% | +9.6% |
| 3M | +14.8% | -18.4% | +33.2% | +17.8% |
| 6M | -1.7% | -11.9% | +10.2% | -0.4% |
| YTD | +8.7% | -26.6% | +35.3% | +12.5% |
| 1Y | -7.5% | -28.5% | +21.1% | -4.2% |
| 3Y | +110.2% | -5.1% | +115.4% | +105.7% |
| 5Y | +71.6% | -10.5% | +82.1% | +64.2% |
| 10Y | +74.5% | +0.3% | +74.3% | +51.4% |
| All | +623.4% | +1,166.9% | -543.5% | +231.7% |
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