-4.3%
WYNN vs ALHC
+146.3%
-150.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.0% |
| 7D | -3.4% | -5.8% | +2.4% | -3.4% |
| 30D | -15.4% | -3.3% | -12.1% | -15.4% |
| 3M | -15.8% | -37.9% | +22.1% | -15.6% |
| 6M | -13.5% | -29.5% | +16.0% | -13.5% |
| YTD | -26.0% | -35.4% | +9.4% | -25.9% |
| 1Y | -27.4% | -22.4% | -5.0% | -27.4% |
| All | -4.3% | +146.3% | -150.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 3y: compounded portfolio wealth divided by compounded ALHC 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…
3y analysis · Full analysis span regression · 6 months rolling