-5.1%
WYNN vs GWRE
+131.0%
-136.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -4.2% | -13.2% | +9.0% | 0.0% |
| 30D | -14.6% | -18.6% | +4.0% | -10.5% |
| 3M | -18.4% | +18.9% | -37.3% | -25.7% |
| 6M | -11.9% | -11.0% | -1.0% | -13.3% |
| YTD | -26.6% | -29.9% | +3.3% | -21.8% |
| 1Y | -28.5% | -44.3% | +15.8% | -17.2% |
| 3Y | -5.1% | +51.7% | -56.8% | -34.0% |
| 5Y | -10.5% | +15.4% | -25.9% | -31.7% |
| All | -5.1% | +131.0% | -136.1% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling