-24.8%
WYNN vs SM
+37.6%
-62.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.2% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -9.3% | +26.3% | -35.6% | -7.5% |
| 3M | -11.4% | +8.7% | -20.1% | -10.5% |
| 6M | -11.0% | +51.7% | -62.6% | -10.3% |
| YTD | -23.4% | +99.0% | -122.4% | -23.7% |
| 1Y | -24.8% | +34.6% | -59.4% | -27.5% |
| All | -24.8% | +37.6% | -62.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded SM 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling