+482.1%
WWD vs WYNN
+1.1%
+481.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | -2.6% | -4.2% | +1.6% | -1.2% |
| 30D | -6.9% | -14.6% | +7.7% | -1.9% |
| 3M | -13.0% | -18.4% | +5.4% | -7.2% |
| 6M | -12.5% | -11.9% | -0.5% | -9.1% |
| YTD | +11.8% | -26.6% | +38.4% | +23.1% |
| 1Y | +41.1% | -28.5% | +69.6% | +55.6% |
| 3Y | +163.1% | -5.1% | +168.2% | +152.3% |
| 5Y | +187.6% | -10.5% | +198.1% | +163.4% |
| All | +482.1% | +1.1% | +481.0% | +357.5% |
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