-35.7%
U vs WYNN
+15.2%
-50.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.9% |
| 7D | +5.5% | -4.2% | +9.7% | +7.9% |
| 30D | -1.3% | -14.6% | +13.3% | +7.2% |
| 3M | +64.6% | -18.4% | +83.0% | +82.8% |
| 6M | +119.4% | -11.9% | +131.3% | +132.7% |
| YTD | -0.5% | -26.6% | +26.1% | +16.4% |
| 1Y | +1.3% | -28.5% | +29.8% | +20.0% |
| 3Y | +15.6% | -5.1% | +20.7% | +14.6% |
| 5Y | -67.5% | -10.5% | -57.0% | -71.5% |
| All | -35.7% | +15.2% | -50.9% | -38.0% |
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 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