-24.8%
WYNN vs GWRE
-25.4%
+0.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -19.9% | +19.9% | +0.9% |
| 7D | -3.9% | -21.1% | +17.2% | -2.9% |
| 30D | -9.3% | +1.3% | -10.6% | -9.8% |
| 3M | -11.4% | +7.4% | -18.9% | -12.6% |
| 6M | -11.0% | +5.6% | -16.6% | -12.1% |
| YTD | -23.4% | -19.2% | -4.2% | -26.2% |
| 1Y | -24.8% | -25.1% | +0.3% | -27.3% |
| All | -24.8% | -25.4% | +0.6% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling