-10.1%
WYNN vs ABCL
-26.2%
+16.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.6% |
| 7D | +2.3% | -3.3% | +5.6% | +2.8% |
| 30D | +15.4% | -7.1% | +22.5% | +16.0% |
| 3M | -16.7% | +4.7% | -21.4% | -18.2% |
| 6M | -11.1% | +140.9% | -152.0% | -24.9% |
| YTD | -28.8% | +236.0% | -264.8% | -43.9% |
| 1Y | -30.2% | +217.4% | -247.6% | -44.7% |
| 3Y | +3.8% | +188.7% | -184.9% | -23.6% |
| All | -10.1% | -26.2% | +16.1% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling