+4,270.9%
WAB vs WYNN
+1,177.3%
+3,093.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | -0.2% | -3.4% | +3.2% | +0.9% |
| 30D | -5.9% | -15.4% | +9.5% | -1.0% |
| 3M | +9.4% | -15.8% | +25.2% | +14.9% |
| 6M | +13.8% | -13.5% | +27.3% | +18.3% |
| YTD | +31.8% | -26.0% | +57.7% | +43.0% |
| 1Y | +48.5% | -27.4% | +75.9% | +61.0% |
| 3Y | +167.0% | -3.7% | +170.7% | +156.8% |
| 5Y | +222.3% | -9.8% | +232.1% | +198.5% |
| 10Y | +289.6% | +1.1% | +288.5% | +203.8% |
| All | +4,270.9% | +1,177.3% | +3,093.6% | +1,783.8% |
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