+1,285.8%
WDC vs WYNN
-5.1%
+1,290.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | -4.3% | -4.2% | -0.1% | -2.6% |
| 30D | -1.5% | -14.6% | +13.1% | +4.9% |
| 3M | -15.5% | -18.4% | +2.9% | -8.8% |
| 6M | +66.5% | -11.9% | +78.4% | +74.0% |
| YTD | +159.9% | -26.6% | +186.4% | +191.3% |
| 1Y | +366.0% | -28.5% | +394.5% | +424.7% |
| 3Y | +1,285.8% | -5.1% | +1,290.9% | +1,166.0% |
| All | +1,285.8% | -5.1% | +1,290.9% | +1,166.0% |
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 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