+71.3%
V vs WYNN
-11.0%
+82.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.2% | -4.2% | +3.0% | -0.5% |
| 30D | +3.1% | -14.6% | +17.7% | +6.1% |
| 3M | +16.3% | -18.4% | +34.7% | +20.6% |
| 6M | +20.4% | -11.9% | +32.3% | +22.6% |
| YTD | +6.3% | -26.6% | +32.8% | +11.9% |
| 1Y | +8.7% | -28.5% | +37.2% | +14.5% |
| 3Y | +53.3% | -5.1% | +58.4% | +48.0% |
| All | +71.3% | -11.0% | +82.3% | +58.3% |
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