+165.4%
W vs WYNN
-41.3%
+206.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +1.1% |
| 7D | +5.9% | -1.4% | +7.3% | +6.5% |
| 30D | -3.0% | -11.8% | +8.7% | +2.2% |
| 3M | +40.3% | -15.8% | +56.2% | +50.9% |
| 6M | +32.2% | -10.7% | +42.9% | +38.7% |
| YTD | -0.3% | -24.5% | +24.2% | +12.3% |
| 1Y | +16.2% | -25.0% | +41.2% | +30.0% |
| 3Y | +40.7% | -1.8% | +42.5% | +42.1% |
| 5Y | -62.3% | -10.0% | -52.3% | -61.7% |
| 10Y | +162.2% | +3.2% | +159.1% | +118.6% |
| All | +165.4% | -41.3% | +206.7% | +121.6% |
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