+3,263.8%
TER vs WYNN
+1,177.3%
+2,086.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.8% |
| 7D | +9.4% | -3.4% | +12.8% | +10.7% |
| 30D | -2.4% | -15.4% | +13.0% | +3.5% |
| 3M | +6.5% | -15.8% | +22.3% | +12.7% |
| 6M | +23.2% | -13.5% | +36.7% | +29.4% |
| YTD | +91.5% | -26.0% | +117.5% | +112.0% |
| 1Y | +214.8% | -27.4% | +242.2% | +248.7% |
| 3Y | +275.3% | -3.7% | +279.1% | +270.6% |
| 5Y | +211.9% | -9.8% | +221.7% | +201.3% |
| 10Y | +1,825.5% | +1.1% | +1,824.4% | +1,418.9% |
| All | +3,263.8% | +1,177.3% | +2,086.5% | +1,092.5% |
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 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