+2,648.8%
WELL vs WYNN
+1,177.3%
+1,471.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | -2.2% | -3.4% | +1.2% | -1.4% |
| 30D | +4.7% | -15.4% | +20.1% | +8.9% |
| 3M | +11.9% | -15.8% | +27.7% | +16.3% |
| 6M | +14.3% | -13.5% | +27.8% | +17.6% |
| YTD | +28.4% | -26.0% | +54.3% | +36.5% |
| 1Y | +42.3% | -27.4% | +69.7% | +51.2% |
| 3Y | +202.6% | -3.7% | +206.3% | +190.0% |
| 5Y | +206.5% | -9.8% | +216.3% | +181.6% |
| 10Y | +356.2% | +1.1% | +355.1% | +265.9% |
| All | +2,648.8% | +1,177.3% | +1,471.5% | +1,253.9% |
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