-5.1%
WYNN vs SM
-0.9%
-4.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.2% | +4.6% | -8.8% | -4.8% |
| 30D | -14.6% | +18.2% | -32.8% | -16.6% |
| 3M | -18.4% | +22.5% | -40.9% | -21.1% |
| 6M | -11.9% | +50.6% | -62.5% | -19.5% |
| YTD | -26.6% | +108.1% | -134.7% | -38.0% |
| 1Y | -28.5% | +46.0% | -74.5% | -34.9% |
| 3Y | -5.1% | +2.9% | -8.0% | -14.0% |
| All | -5.1% | -0.9% | -4.2% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling