+1,531.6%
WAT vs WYNN
+1,203.4%
+328.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.9% |
| 7D | -1.8% | -1.4% | -0.4% | -1.5% |
| 30D | -1.7% | -11.8% | +10.1% | +0.6% |
| 3M | +9.1% | -15.8% | +24.9% | +12.4% |
| 6M | +32.4% | -10.7% | +43.1% | +35.0% |
| YTD | +6.6% | -24.5% | +31.0% | +12.0% |
| 1Y | +34.7% | -25.0% | +59.7% | +41.1% |
| 3Y | +53.6% | -1.8% | +55.3% | +51.0% |
| 5Y | -4.1% | -10.0% | +6.0% | -7.6% |
| 10Y | +167.9% | +3.2% | +164.7% | +128.4% |
| All | +1,531.6% | +1,203.4% | +328.2% | +776.3% |
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