+292.2%
WAB vs WYNN
+1.1%
+291.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +0.1% | -4.2% | +4.3% | +1.4% |
| 30D | -4.1% | -14.6% | +10.6% | +0.5% |
| 3M | +8.2% | -18.4% | +26.6% | +14.6% |
| 6M | +15.4% | -11.9% | +27.3% | +19.2% |
| YTD | +33.1% | -26.6% | +59.7% | +44.7% |
| 1Y | +48.1% | -28.5% | +76.6% | +61.1% |
| 3Y | +167.7% | -5.1% | +172.8% | +158.1% |
| 5Y | +225.7% | -10.5% | +236.2% | +202.0% |
| All | +292.2% | +1.1% | +291.1% | +212.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling