-5.6%
TLT vs WYNN
-32.5%
+26.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.2% | +0.5% |
| 7D | +1.0% | +15.4% | -14.5% | +0.1% |
| 30D | +6.0% | +6.8% | -0.7% | +5.6% |
| 3M | -0.9% | -15.4% | +14.5% | -0.4% |
| 6M | -2.3% | -20.0% | +17.7% | -1.6% |
| YTD | -3.3% | -31.0% | +27.7% | -3.1% |
| 1Y | -5.6% | -31.5% | +25.9% | -5.1% |
| All | -5.6% | -32.5% | +26.9% | -5.1% |
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