-31.0%
WYNN vs RNG
+301.7%
-332.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.2% | -6.1% | +1.9% | -3.0% |
| 30D | -14.6% | +9.6% | -24.2% | -16.4% |
| 3M | -18.4% | +83.3% | -101.7% | -28.7% |
| 6M | -11.9% | +77.9% | -89.9% | -23.5% |
| YTD | -26.6% | +139.9% | -166.5% | -41.1% |
| 1Y | -28.5% | +121.7% | -150.2% | -42.0% |
| 3Y | -5.1% | +121.9% | -127.0% | -26.4% |
| 5Y | -10.5% | -68.4% | +57.9% | -5.7% |
| 10Y | +0.3% | +220.0% | -219.8% | -44.4% |
| All | -31.0% | +301.7% | -332.7% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling