+55.1%
WAT vs WYNN
-5.1%
+60.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -0.3% | -4.2% | +3.9% | +1.0% |
| 30D | -1.9% | -14.6% | +12.7% | +2.8% |
| 3M | +13.5% | -18.4% | +31.9% | +20.4% |
| 6M | +37.2% | -11.9% | +49.2% | +42.0% |
| YTD | +7.5% | -26.6% | +34.1% | +17.2% |
| 1Y | +35.0% | -28.5% | +63.5% | +46.9% |
| 3Y | +55.1% | -5.1% | +60.2% | +44.8% |
| All | +55.1% | -5.1% | +60.1% | +44.8% |
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 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