-39.0%
TROW vs WYNN
-11.0%
-28.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -3.2% | -4.2% | +1.0% | -1.9% |
| 30D | -4.6% | -14.6% | +10.0% | +0.1% |
| 3M | -0.7% | -18.4% | +17.8% | +5.6% |
| 6M | +22.2% | -11.9% | +34.1% | +26.3% |
| YTD | +6.6% | -26.6% | +33.2% | +16.5% |
| 1Y | +5.8% | -28.5% | +34.4% | +15.5% |
| 3Y | +11.6% | -5.1% | +16.7% | +6.8% |
| All | -39.0% | -11.0% | -28.0% | -45.5% |
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