-18.4%
WYNN vs ALM
+8,043.4%
-8,061.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +2.0% | -2.1% |
| 7D | -1.4% | +3.6% | -5.0% | -1.4% |
| 30D | -11.8% | +33.8% | -45.6% | -11.8% |
| 3M | -15.8% | +14.8% | -30.6% | -15.9% |
| 6M | -10.7% | -7.0% | -3.8% | -10.7% |
| YTD | -24.5% | +108.1% | -132.5% | -24.7% |
| 1Y | -25.0% | +313.8% | -338.8% | -25.4% |
| 3Y | -1.8% | +2,227.6% | -2,229.4% | -2.7% |
| 5Y | -10.0% | +956.6% | -966.7% | -10.8% |
| 10Y | +3.2% | +3,082.3% | -3,079.1% | +2.0% |
| All | -18.4% | +8,043.4% | -8,061.8% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling