-18.1%
WYNN vs ABCL
-82.1%
+64.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.3% |
| 7D | -4.2% | -4.7% | +0.5% | -3.7% |
| 30D | -14.6% | +5.2% | -19.8% | -15.4% |
| 3M | -18.4% | +106.6% | -125.1% | -26.3% |
| 6M | -11.9% | +198.4% | -210.3% | -24.8% |
| YTD | -26.6% | +218.4% | -245.0% | -38.3% |
| 1Y | -28.5% | +136.2% | -164.8% | -38.3% |
| 3Y | -5.1% | +103.2% | -108.3% | -21.0% |
| 5Y | -10.5% | -42.7% | +32.2% | -21.1% |
| All | -18.1% | -82.1% | +64.0% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling