+26.6%
WYNN vs FIVE
+875.3%
-848.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +1.8% | +3.7% | -1.9% | +0.5% |
| 30D | -9.8% | +4.0% | -13.8% | -11.3% |
| 3M | -11.8% | +36.2% | -48.1% | -21.2% |
| 6M | -8.8% | +18.0% | -26.8% | -15.2% |
| YTD | -22.8% | +34.9% | -57.7% | -31.6% |
| 1Y | -24.1% | +67.9% | -92.0% | -38.2% |
| 3Y | +0.4% | +57.3% | -56.9% | -23.4% |
| 5Y | -8.7% | +39.5% | -48.2% | -29.7% |
| 10Y | +8.3% | +496.4% | -488.1% | -44.0% |
| All | +26.6% | +875.3% | -848.7% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling