+43.3%
WM vs WYNN
-2.3%
+45.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.6% |
| 7D | -1.2% | -1.4% | +0.2% | -1.2% |
| 30D | -4.5% | -11.8% | +7.3% | -4.2% |
| 3M | -2.2% | -15.8% | +13.6% | -1.8% |
| 6M | -11.5% | -10.7% | -0.8% | -11.3% |
| YTD | -0.7% | -24.5% | +23.8% | -0.1% |
| 1Y | +0.3% | -25.0% | +25.4% | +0.9% |
| All | +43.3% | -2.3% | +45.6% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling