-66.5%
U vs WYNN
-11.0%
-55.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +5.1% |
| 7D | +5.5% | -4.2% | +9.7% | +8.6% |
| 30D | -1.3% | -14.6% | +13.3% | +10.0% |
| 3M | +64.6% | -18.4% | +83.0% | +88.7% |
| 6M | +119.4% | -11.9% | +131.3% | +136.3% |
| YTD | -0.5% | -26.6% | +26.1% | +21.9% |
| 1Y | +1.3% | -28.5% | +29.8% | +25.8% |
| 3Y | +15.6% | -5.1% | +20.7% | +11.0% |
| All | -66.5% | -11.0% | -55.5% | -71.7% |
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