+216.4%
TER vs WYNN
-11.0%
+227.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +6.4% | -4.2% | +10.6% | +8.4% |
| 30D | -5.7% | -14.6% | +8.9% | +1.1% |
| 3M | -0.4% | -18.4% | +18.0% | +8.3% |
| 6M | +25.8% | -11.9% | +37.8% | +32.6% |
| YTD | +96.4% | -26.6% | +123.0% | +123.2% |
| 1Y | +229.2% | -28.5% | +257.8% | +275.3% |
| 3Y | +288.1% | -5.1% | +293.2% | +276.7% |
| All | +216.4% | -11.0% | +227.4% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling