+2,864.5%
V vs WYNN
+51.9%
+2,812.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.2% |
| 7D | -2.9% | -1.4% | -1.5% | -2.6% |
| 30D | +1.9% | -11.8% | +13.6% | +4.8% |
| 3M | +13.2% | -15.8% | +29.0% | +17.5% |
| 6M | +16.7% | -10.7% | +27.4% | +19.1% |
| YTD | +5.4% | -24.5% | +29.9% | +11.4% |
| 1Y | +7.7% | -25.0% | +32.7% | +13.3% |
| 3Y | +52.0% | -1.8% | +53.7% | +46.2% |
| 5Y | +67.7% | -10.0% | +77.8% | +57.7% |
| 10Y | +384.8% | +3.2% | +381.6% | +290.0% |
| All | +2,864.5% | +51.9% | +2,812.6% | +1,670.7% |
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 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