-46.1%
WYNN vs ALLY
+116.3%
-162.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -4.2% | -3.8% | -0.4% | -2.1% |
| 30D | -14.6% | -4.9% | -9.7% | -12.3% |
| 3M | -18.4% | -2.6% | -15.8% | -17.7% |
| 6M | -11.9% | +15.7% | -27.7% | -20.0% |
| YTD | -26.6% | -5.2% | -21.4% | -25.4% |
| 1Y | -28.5% | +2.8% | -31.3% | -31.2% |
| 3Y | -5.1% | +63.4% | -68.6% | -34.9% |
| 5Y | -10.5% | -2.6% | -7.9% | -19.7% |
| 10Y | +0.3% | +187.6% | -187.4% | -56.0% |
| All | -46.1% | +116.3% | -162.4% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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