+525.4%
WPM vs WYNN
+1.1%
+524.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.1% |
| 7D | -0.6% | -4.2% | +3.6% | -0.3% |
| 30D | +14.4% | -14.6% | +29.0% | +15.6% |
| 3M | +37.0% | -18.4% | +55.4% | +38.7% |
| 6M | +4.1% | -11.9% | +16.0% | +4.9% |
| YTD | +31.7% | -26.6% | +58.3% | +34.1% |
| 1Y | +44.2% | -28.5% | +72.7% | +46.8% |
| 3Y | +265.5% | -5.1% | +270.6% | +262.9% |
| 5Y | +262.5% | -10.5% | +273.0% | +255.6% |
| All | +525.4% | +1.1% | +524.3% | +442.0% |
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