-39.9%
WYNN vs REPL
-9.7%
-30.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.0% |
| 7D | -1.4% | -9.6% | +8.2% | -0.9% |
| 30D | -11.8% | +5.7% | -17.5% | -12.1% |
| 3M | -15.8% | +56.4% | -72.2% | -20.0% |
| 6M | -10.7% | +67.4% | -78.1% | -20.3% |
| YTD | -24.5% | +48.7% | -73.1% | -32.3% |
| 1Y | -25.0% | +148.3% | -173.3% | -38.2% |
| 3Y | -1.8% | -26.7% | +24.9% | -23.7% |
| 5Y | -10.0% | -54.1% | +44.1% | -28.0% |
| All | -39.9% | -9.7% | -30.2% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling