+6,761.0%
WWD vs WYNN
+1,166.9%
+5,594.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | -2.6% | -4.2% | +1.6% | -1.1% |
| 30D | -6.9% | -14.6% | +7.7% | -1.5% |
| 3M | -13.0% | -18.4% | +5.4% | -6.8% |
| 6M | -12.5% | -11.9% | -0.5% | -8.8% |
| YTD | +11.8% | -26.6% | +38.4% | +23.9% |
| 1Y | +41.1% | -28.5% | +69.6% | +56.7% |
| 3Y | +163.1% | -5.1% | +168.2% | +151.9% |
| 5Y | +187.6% | -10.5% | +198.1% | +161.2% |
| 10Y | +494.6% | +0.3% | +494.3% | +342.5% |
| All | +6,761.0% | +1,166.9% | +5,594.1% | +2,262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling