+43.2%
TER vs WYNN
-32.5%
+75.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.1% | -12.9% | -8.6% |
| 7D | -19.9% | +15.4% | -35.3% | -23.9% |
| 30D | -43.5% | +6.8% | -50.3% | -44.6% |
| 3M | -37.8% | -15.4% | -22.4% | -32.1% |
| 6M | -25.6% | -20.0% | -5.6% | -16.8% |
| YTD | +29.8% | -31.0% | +60.9% | +56.0% |
| 1Y | +43.2% | -31.5% | +74.6% | +69.9% |
| All | +43.2% | -32.5% | +75.6% | +69.9% |
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