+217.5%
WYNN vs EFV
+255.9%
-38.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -2.1% |
| 7D | -4.2% | -0.8% | -3.4% | -3.3% |
| 30D | -14.6% | +0.6% | -15.3% | -15.3% |
| 3M | -18.4% | +7.5% | -25.9% | -25.6% |
| 6M | -11.9% | +13.0% | -24.9% | -24.6% |
| YTD | -26.6% | +18.3% | -44.9% | -40.7% |
| 1Y | -28.5% | +26.7% | -55.3% | -47.0% |
| 3Y | -5.1% | +89.6% | -94.7% | -57.3% |
| 5Y | -10.5% | +98.2% | -108.7% | -61.0% |
| 10Y | +0.3% | +167.4% | -167.1% | -66.0% |
| All | +217.5% | +255.9% | -38.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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