+142.0%
WEC vs WYNN
+1.1%
+140.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.6% | -4.2% | +3.6% | -0.5% |
| 30D | -2.6% | -14.6% | +12.0% | -2.4% |
| 3M | -6.0% | -18.4% | +12.4% | -5.7% |
| 6M | -5.4% | -11.9% | +6.5% | -5.2% |
| YTD | +2.5% | -26.6% | +29.1% | +3.0% |
| 1Y | -0.7% | -28.5% | +27.8% | -0.2% |
| 3Y | +38.7% | -5.1% | +43.8% | +38.3% |
| 5Y | +31.7% | -10.5% | +42.2% | +31.0% |
| All | +142.0% | +1.1% | +140.9% | +138.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling