-12.2%
WYNN vs JAAA
+26.5%
-38.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -1.0% |
| 7D | -4.2% | +0.1% | -4.3% | -4.4% |
| 30D | -14.6% | +0.5% | -15.2% | -15.9% |
| 3M | -18.4% | +1.3% | -19.7% | -21.3% |
| 6M | -11.9% | +2.8% | -14.7% | -18.6% |
| YTD | -26.6% | +3.3% | -29.8% | -33.1% |
| 1Y | -28.5% | +4.9% | -33.5% | -37.8% |
| 3Y | -5.1% | +19.0% | -24.1% | -34.1% |
| All | -12.2% | +26.5% | -38.7% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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