+349.8%
WELL vs WYNN
+1.1%
+348.6%
-63.3%
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% | +0.2% |
| 7D | -0.2% | -4.2% | +4.0% | +0.8% |
| 30D | +2.3% | -14.6% | +16.9% | +6.3% |
| 3M | +12.3% | -18.4% | +30.7% | +17.7% |
| 6M | +15.6% | -11.9% | +27.5% | +18.5% |
| YTD | +28.3% | -26.6% | +54.9% | +37.1% |
| 1Y | +41.9% | -28.5% | +70.4% | +51.7% |
| 3Y | +198.3% | -5.1% | +203.5% | +185.4% |
| 5Y | +206.4% | -10.5% | +216.9% | +180.5% |
| All | +349.8% | +1.1% | +348.6% | +255.3% |
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