+494.4%
TEAM vs WYNN
+1.1%
+493.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -5.2% | -4.2% | -1.0% | -4.3% |
| 30D | +15.8% | -14.6% | +30.4% | +20.0% |
| 3M | +101.5% | -18.4% | +119.9% | +111.2% |
| 6M | +138.2% | -11.9% | +150.1% | +144.4% |
| YTD | +10.8% | -26.6% | +37.4% | +18.8% |
| 1Y | +1.7% | -28.5% | +30.2% | +9.2% |
| 3Y | -16.0% | -5.1% | -10.9% | -17.3% |
| 5Y | -52.7% | -10.5% | -42.2% | -54.9% |
| All | +494.4% | +1.1% | +493.3% | +422.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling