+1,921.1%
WEC vs WYNN
+1,177.3%
+743.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -0.6% |
| 7D | -1.3% | -3.4% | +2.2% | -1.1% |
| 30D | -0.4% | -15.4% | +15.0% | +0.6% |
| 3M | -6.8% | -15.8% | +9.0% | -5.9% |
| 6M | -6.4% | -13.5% | +7.1% | -5.7% |
| YTD | +2.5% | -26.0% | +28.5% | +4.2% |
| 1Y | -0.4% | -27.4% | +27.0% | +1.2% |
| 3Y | +38.5% | -3.7% | +42.3% | +37.2% |
| 5Y | +31.7% | -9.8% | +41.4% | +29.0% |
| 10Y | +146.6% | +1.1% | +145.5% | +126.7% |
| All | +1,921.1% | +1,177.3% | +743.8% | +1,334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling