-9.8%
WYNN vs FIVE
+30.6%
-40.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.3% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | -15.4% | +3.0% | -18.4% | -16.4% |
| 3M | -15.8% | +23.2% | -39.0% | -21.7% |
| 6M | -13.5% | +9.2% | -22.6% | -17.2% |
| YTD | -26.0% | +28.1% | -54.1% | -32.9% |
| 1Y | -27.4% | +65.3% | -92.6% | -39.9% |
| 3Y | -3.7% | +49.4% | -53.1% | -23.8% |
| 5Y | -9.8% | +29.5% | -39.3% | -25.9% |
| All | -9.8% | +30.6% | -40.4% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 5y: compounded portfolio wealth divided by compounded FIVE 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…
5y analysis · Full analysis span regression · 6 months rolling