+166.1%
WAT vs WYNN
+1.1%
+165.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -0.3% | -4.2% | +3.9% | +0.6% |
| 30D | -1.9% | -14.6% | +12.7% | +1.3% |
| 3M | +13.5% | -18.4% | +31.9% | +18.1% |
| 6M | +37.2% | -11.9% | +49.2% | +40.5% |
| YTD | +7.5% | -26.6% | +34.1% | +14.1% |
| 1Y | +35.0% | -28.5% | +63.5% | +43.3% |
| 3Y | +55.1% | -5.1% | +60.2% | +53.0% |
| 5Y | -2.8% | -10.5% | +7.7% | -6.6% |
| All | +166.1% | +1.1% | +165.0% | +137.6% |
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 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