+2,202.0%
TPR vs WYNN
+1,232.2%
+969.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.5% | -4.0% |
| 7D | -3.4% | +1.8% | -5.2% | -4.0% |
| 30D | -27.3% | -9.8% | -17.5% | -24.4% |
| 3M | -16.2% | -11.8% | -4.4% | -12.3% |
| 6M | -17.9% | -8.8% | -9.1% | -15.3% |
| YTD | -7.1% | -22.8% | +15.7% | +1.6% |
| 1Y | +13.6% | -24.1% | +37.7% | +24.1% |
| 3Y | +293.7% | +0.4% | +293.3% | +280.1% |
| 5Y | +239.1% | -8.7% | +247.7% | +224.8% |
| 10Y | +311.2% | +8.3% | +302.8% | +233.2% |
| All | +2,202.0% | +1,232.2% | +969.8% | +709.4% |
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