-9.8%
WYNN vs ABCL
-47.0%
+37.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -1.3% |
| 7D | -3.4% | -9.6% | +6.2% | -2.2% |
| 30D | -15.4% | +7.2% | -22.6% | -16.6% |
| 3M | -15.8% | +105.5% | -121.3% | -25.4% |
| 6M | -13.5% | +193.0% | -206.5% | -28.2% |
| YTD | -26.0% | +205.8% | -231.8% | -39.6% |
| 1Y | -27.4% | +144.4% | -171.8% | -39.5% |
| 3Y | -3.7% | +93.3% | -97.1% | -21.9% |
| 5Y | -9.8% | -44.9% | +35.2% | -26.4% |
| All | -9.8% | -47.0% | +37.2% | -26.4% |
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