+183.0%
WY vs WYNN
+1,166.9%
-983.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -4.2% | -4.2% | 0.0% | -3.0% |
| 30D | -10.1% | -14.6% | +4.5% | -5.8% |
| 3M | -8.5% | -18.4% | +9.9% | -3.1% |
| 6M | -3.3% | -11.9% | +8.6% | -0.2% |
| YTD | -4.4% | -26.6% | +22.2% | +3.7% |
| 1Y | -11.5% | -28.5% | +17.0% | -4.0% |
| 3Y | -24.3% | -5.1% | -19.2% | -26.7% |
| 5Y | -21.3% | -10.5% | -10.8% | -27.1% |
| 10Y | +7.0% | +0.3% | +6.7% | -15.9% |
| All | +183.0% | +1,166.9% | -983.9% | +8.0% |
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