+1,165.9%
WYNN vs EVRG
+2,027.9%
-862.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -14.6% | -1.2% | -13.4% | -14.2% |
| 3M | -18.4% | -0.6% | -17.8% | -18.4% |
| 6M | -11.9% | +2.4% | -14.3% | -13.5% |
| YTD | -26.6% | +15.5% | -42.0% | -32.4% |
| 1Y | -28.5% | +16.8% | -45.4% | -34.7% |
| 3Y | -5.1% | +75.0% | -80.1% | -31.2% |
| 5Y | -10.5% | +49.3% | -59.8% | -31.3% |
| 10Y | +0.3% | +113.5% | -113.2% | -40.6% |
| All | +1,165.9% | +2,027.9% | -862.0% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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