+33.2%
W vs WYNN
-5.1%
+38.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.8% |
| 7D | -0.9% | -4.2% | +3.3% | +2.5% |
| 30D | -4.2% | -14.6% | +10.4% | +8.0% |
| 3M | +26.9% | -18.4% | +45.3% | +47.6% |
| 6M | +31.2% | -11.9% | +43.2% | +43.6% |
| YTD | -1.8% | -26.6% | +24.8% | +23.6% |
| 1Y | +9.3% | -28.5% | +37.8% | +36.7% |
| 3Y | +33.2% | -5.1% | +38.3% | +16.4% |
| All | +33.2% | -5.1% | +38.3% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling