-24.8%
WYNN vs ABCL
+186.8%
-211.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -3.9% | +0.7% | -4.6% | -3.9% |
| 30D | -9.3% | +93.1% | -102.4% | -13.0% |
| 3M | -11.4% | +79.4% | -90.9% | -15.1% |
| 6M | -11.0% | +214.9% | -225.8% | -20.0% |
| YTD | -23.4% | +234.2% | -257.6% | -32.2% |
| 1Y | -24.8% | +174.8% | -199.6% | -31.6% |
| All | -24.8% | +186.8% | -211.6% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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