-5.1%
WYNN vs EQH
+100.2%
-105.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.4% |
| 7D | -4.2% | +0.7% | -4.9% | -4.5% |
| 30D | -14.6% | +2.8% | -17.5% | -15.8% |
| 3M | -18.4% | +23.1% | -41.5% | -25.8% |
| 6M | -11.9% | +41.4% | -53.3% | -25.2% |
| YTD | -26.6% | +14.3% | -40.8% | -31.6% |
| 1Y | -28.5% | +1.6% | -30.1% | -30.1% |
| 3Y | -5.1% | +102.7% | -107.8% | -29.2% |
| All | -5.1% | +100.2% | -105.4% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 3y: compounded portfolio wealth divided by compounded EQH 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…
3y analysis · Full analysis span regression · 6 months rolling