-5.1%
WYNN vs SHAK
+87.2%
-92.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -2.0% |
| 7D | -4.2% | -8.3% | +4.1% | -1.3% |
| 30D | -14.6% | -12.6% | -2.0% | -10.5% |
| 3M | -18.4% | +9.1% | -27.5% | -21.8% |
| 6M | -11.9% | -31.2% | +19.3% | -3.3% |
| YTD | -26.6% | -21.6% | -5.0% | -23.6% |
| 1Y | -28.5% | -38.8% | +10.2% | -19.1% |
| 3Y | -5.1% | +0.6% | -5.7% | -20.4% |
| 5Y | -10.5% | -22.5% | +12.0% | -21.4% |
| All | -5.1% | +87.2% | -92.3% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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