-34.4%
WULF vs WYNN
-34.2%
-0.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.7% | -10.1% | -11.5% |
| 7D | -20.9% | +6.9% | -27.8% | -24.4% |
| 30D | -32.7% | +3.5% | -36.2% | -34.1% |
| 3M | -44.2% | -21.4% | -22.8% | -33.2% |
| 6M | -57.1% | -25.0% | -32.1% | -46.7% |
| YTD | -12.3% | -33.6% | +21.3% | +18.9% |
| 1Y | -34.4% | -36.0% | +1.7% | -7.6% |
| All | -34.4% | -34.2% | -0.2% | -7.6% |
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