+40.0%
WPM vs WYNN
-32.5%
+72.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.1% | +5.9% | +10.2% |
| 7D | +3.9% | +15.4% | -11.5% | +0.3% |
| 30D | -3.5% | +6.8% | -10.3% | -5.2% |
| 3M | +14.1% | -15.4% | +29.5% | +18.4% |
| 6M | +6.2% | -20.0% | +26.2% | +11.2% |
| YTD | +12.4% | -31.0% | +43.4% | +21.8% |
| 1Y | +40.0% | -31.5% | +71.4% | +49.8% |
| All | +40.0% | -32.5% | +72.4% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling