-30.8%
WYNN vs QSR
+205.8%
-236.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.2% |
| 7D | -4.2% | -4.0% | -0.2% | -1.5% |
| 30D | -14.6% | +2.8% | -17.4% | -16.3% |
| 3M | -18.4% | +5.1% | -23.5% | -21.7% |
| 6M | -11.9% | +8.8% | -20.7% | -18.1% |
| YTD | -26.6% | +14.8% | -41.4% | -34.3% |
| 1Y | -28.5% | +25.7% | -54.3% | -40.3% |
| 3Y | -5.1% | +27.5% | -32.7% | -24.6% |
| 5Y | -10.5% | +41.3% | -51.7% | -34.5% |
| 10Y | +0.3% | +133.8% | -133.5% | -48.0% |
| All | -30.8% | +205.8% | -236.6% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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