+1,795.7%
WM vs WYNN
+1,222.3%
+573.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -3.9% | +3.6% | +0.1% |
| 30D | -2.4% | -9.3% | +6.9% | -1.3% |
| 3M | +0.4% | -11.4% | +11.8% | +1.7% |
| 6M | -9.5% | -11.0% | +1.5% | -8.5% |
| YTD | +0.5% | -23.4% | +23.9% | +3.2% |
| 1Y | -1.1% | -24.8% | +23.7% | +1.5% |
| 3Y | +46.0% | -7.1% | +53.2% | +43.9% |
| 5Y | +51.8% | -5.4% | +57.2% | +45.0% |
| 10Y | +307.5% | +11.5% | +296.0% | +250.0% |
| All | +1,795.7% | +1,222.3% | +573.3% | +960.2% |
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