+303.5%
WM vs WYNN
+2.0%
+301.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | -3.1% | -3.4% | +0.3% | -2.9% |
| 30D | -5.3% | -15.4% | +10.1% | -4.1% |
| 3M | -4.2% | -15.8% | +11.6% | -3.0% |
| 6M | -8.1% | -13.5% | +5.4% | -7.2% |
| YTD | -1.4% | -26.0% | +24.5% | +0.6% |
| 1Y | +0.2% | -27.4% | +27.6% | +2.3% |
| 3Y | +43.1% | -3.7% | +46.8% | +41.1% |
| 5Y | +49.8% | -9.8% | +59.6% | +45.8% |
| All | +303.5% | +2.0% | +301.5% | +278.8% |
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 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