+82.7%
WULF vs WYNN
+1.1%
+81.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +1.4% | -4.2% | +5.6% | +2.6% |
| 30D | -2.6% | -14.6% | +12.0% | +1.5% |
| 3M | -34.0% | -18.4% | -15.6% | -30.4% |
| 6M | +10.0% | -11.9% | +21.9% | +14.0% |
| YTD | +45.7% | -26.6% | +72.3% | +57.9% |
| 1Y | +57.3% | -28.5% | +85.9% | +71.2% |
| 3Y | +878.9% | -5.1% | +884.1% | +881.4% |
| 5Y | -28.3% | -10.5% | -17.8% | -30.0% |
| All | +82.7% | +1.1% | +81.5% | +74.2% |
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 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