-28.5%
WYNN vs BOXX
+4.0%
-32.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -1.5% |
| 7D | -4.2% | +0.1% | -4.2% | -4.9% |
| 30D | -14.6% | +0.3% | -14.9% | -18.5% |
| 3M | -18.4% | +1.0% | -19.5% | -30.2% |
| 6M | -11.9% | +1.9% | -13.8% | -37.8% |
| YTD | -26.6% | +2.7% | -29.3% | -59.2% |
| 1Y | -28.5% | +4.0% | -32.6% | -59.3% |
| All | -28.5% | +4.0% | -32.6% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling