-26.4%
WDAY vs WYNN
-5.1%
-21.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -5.2% | -4.2% | -1.0% | -4.3% |
| 30D | +5.9% | -14.6% | +20.6% | +9.4% |
| 3M | +42.3% | -18.4% | +60.7% | +48.2% |
| 6M | +34.7% | -11.9% | +46.6% | +37.7% |
| YTD | -13.5% | -26.6% | +13.0% | -8.2% |
| 1Y | -18.1% | -28.5% | +10.5% | -13.1% |
| 3Y | -26.4% | -5.1% | -21.2% | -28.7% |
| All | -26.4% | -5.1% | -21.3% | -28.7% |
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