+0.2%
WYNN vs INVH
+75.4%
-75.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.2% | -3.0% | -1.2% | -2.7% |
| 30D | -14.6% | -7.5% | -7.1% | -11.1% |
| 3M | -18.4% | -5.5% | -12.9% | -16.3% |
| 6M | -11.9% | +11.7% | -23.6% | -17.4% |
| YTD | -26.6% | +1.3% | -27.9% | -27.7% |
| 1Y | -28.5% | -6.1% | -22.5% | -27.0% |
| 3Y | -5.1% | -9.8% | +4.6% | -3.2% |
| 5Y | -10.5% | -19.7% | +9.2% | -3.8% |
| All | +0.2% | +75.4% | -75.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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