-5.1%
WYNN vs RNG
+222.9%
-228.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.2% | -6.1% | +1.9% | -3.1% |
| 30D | -14.6% | +9.6% | -24.2% | -16.3% |
| 3M | -18.4% | +83.3% | -101.7% | -28.4% |
| 6M | -11.9% | +77.9% | -89.9% | -23.2% |
| YTD | -26.6% | +139.9% | -166.5% | -40.8% |
| 1Y | -28.5% | +121.7% | -150.2% | -41.6% |
| 3Y | -5.1% | +121.9% | -127.0% | -25.9% |
| 5Y | -10.5% | -68.4% | +57.9% | -7.5% |
| All | -5.1% | +222.9% | -228.0% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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