-30.5%
WYNN vs ALC
+20.4%
-50.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.6% |
| 7D | -1.4% | -5.3% | +3.9% | +1.6% |
| 30D | -11.8% | -7.1% | -4.7% | -8.1% |
| 3M | -15.8% | +0.8% | -16.6% | -16.7% |
| 6M | -10.7% | -16.0% | +5.3% | -2.7% |
| YTD | -24.5% | -12.7% | -11.7% | -19.8% |
| 1Y | -25.0% | -12.8% | -12.2% | -20.9% |
| 3Y | -1.8% | -15.8% | +14.1% | +1.4% |
| 5Y | -10.0% | -16.7% | +6.6% | -8.4% |
| All | -30.5% | +20.4% | -50.9% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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