-30.6%
WDAY vs WYNN
-11.0%
-19.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -5.2% | -4.2% | -1.0% | -4.1% |
| 30D | +5.9% | -14.6% | +20.6% | +10.5% |
| 3M | +42.3% | -18.4% | +60.7% | +50.1% |
| 6M | +34.7% | -11.9% | +46.6% | +38.6% |
| YTD | -13.5% | -26.6% | +13.0% | -6.5% |
| 1Y | -18.1% | -28.5% | +10.5% | -11.4% |
| 3Y | -26.4% | -5.1% | -21.2% | -29.4% |
| All | -30.6% | -11.0% | -19.6% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling