+316.3%
TPR vs WYNN
+1.1%
+315.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | -3.0% | -4.2% | +1.2% | -1.2% |
| 30D | -22.6% | -14.6% | -8.0% | -17.1% |
| 3M | -18.2% | -18.4% | +0.2% | -10.7% |
| 6M | -18.0% | -11.9% | -6.1% | -13.6% |
| YTD | -6.4% | -26.6% | +20.2% | +6.3% |
| 1Y | +12.3% | -28.5% | +40.8% | +27.8% |
| 3Y | +298.7% | -5.1% | +303.8% | +288.6% |
| 5Y | +232.5% | -10.5% | +243.0% | +213.6% |
| All | +316.3% | +1.1% | +315.1% | +258.0% |
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