+161.4%
WYNN vs MKTX
+1,442.6%
-1,281.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -14.6% | +0.7% | -15.4% | -14.8% |
| 3M | -18.4% | +40.8% | -59.2% | -27.5% |
| 6M | -11.9% | -8.0% | -3.9% | -11.3% |
| YTD | -26.6% | -8.7% | -17.9% | -26.1% |
| 1Y | -28.5% | -11.8% | -16.7% | -27.6% |
| 3Y | -5.1% | -24.0% | +18.9% | -3.4% |
| 5Y | -10.5% | -60.3% | +49.8% | +9.7% |
| 10Y | +0.3% | +5.0% | -4.7% | -18.8% |
| All | +161.4% | +1,442.6% | -1,281.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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