+295.2%
WBD vs WYNN
+236.1%
+59.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -0.7% | -4.2% | +3.5% | +0.5% |
| 30D | +1.4% | -14.6% | +16.0% | +6.0% |
| 3M | +4.4% | -18.4% | +22.8% | +10.3% |
| 6M | +0.8% | -11.9% | +12.7% | +3.9% |
| YTD | -2.7% | -26.6% | +23.9% | +5.1% |
| 1Y | +73.4% | -28.5% | +101.9% | +87.2% |
| 3Y | +142.1% | -5.1% | +147.3% | +139.3% |
| 5Y | +7.2% | -10.5% | +17.7% | +5.1% |
| 10Y | +14.2% | +0.3% | +13.9% | -3.2% |
| All | +295.2% | +236.1% | +59.1% | +110.9% |
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 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