+265.5%
WPM vs WYNN
-5.1%
+270.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | -0.6% | -4.2% | +3.6% | -0.2% |
| 30D | +14.4% | -14.6% | +29.0% | +16.1% |
| 3M | +37.0% | -18.4% | +55.4% | +39.5% |
| 6M | +4.1% | -11.9% | +16.0% | +5.2% |
| YTD | +31.7% | -26.6% | +58.3% | +34.7% |
| 1Y | +44.2% | -28.5% | +72.7% | +47.6% |
| 3Y | +265.5% | -5.1% | +270.6% | +258.4% |
| All | +265.5% | -5.1% | +270.6% | +258.4% |
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