-12.2%
WYNN vs ALM
+839.2%
-851.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.6% |
| 7D | -4.2% | -11.8% | +7.6% | -3.9% |
| 30D | -14.6% | +7.8% | -22.4% | -14.8% |
| 3M | -18.4% | -9.3% | -9.2% | -18.4% |
| 6M | -11.9% | -30.5% | +18.6% | -11.6% |
| YTD | -26.6% | +75.8% | -102.4% | -28.2% |
| 1Y | -28.5% | +241.2% | -269.7% | -31.3% |
| 3Y | -5.1% | +1,872.6% | -1,877.7% | -16.8% |
| All | -12.2% | +839.2% | -851.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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