-41.5%
WYNN vs REPL
-19.2%
-22.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | -4.2% | -14.1% | +9.9% | -3.4% |
| 30D | -14.6% | -15.2% | +0.6% | -13.9% |
| 3M | -18.4% | +49.9% | -68.3% | -22.3% |
| 6M | -11.9% | +63.5% | -75.5% | -21.5% |
| YTD | -26.6% | +32.9% | -59.5% | -33.8% |
| 1Y | -28.5% | +115.0% | -143.5% | -40.6% |
| 3Y | -5.1% | -34.7% | +29.6% | -25.8% |
| 5Y | -10.5% | -59.7% | +49.2% | -27.7% |
| All | -41.5% | -19.2% | -22.3% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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