-13.5%
WDAY vs WYNN
-32.5%
+18.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | +0.6% |
| 7D | -1.2% | +15.4% | -16.6% | -4.4% |
| 30D | +6.8% | +6.8% | +0.1% | +5.3% |
| 3M | +17.8% | -15.4% | +33.2% | +22.0% |
| 6M | +57.8% | -20.0% | +77.8% | +65.3% |
| YTD | -6.0% | -31.0% | +25.0% | +1.2% |
| 1Y | -13.5% | -31.5% | +17.9% | -8.0% |
| All | -13.5% | -32.5% | +18.9% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling