+1,165.9%
WYNN vs SM
+259.2%
+906.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.2% | +4.6% | -8.8% | -5.2% |
| 30D | -14.6% | +18.2% | -32.8% | -18.1% |
| 3M | -18.4% | +22.5% | -40.9% | -23.2% |
| 6M | -11.9% | +50.6% | -62.5% | -22.5% |
| YTD | -26.6% | +108.1% | -134.7% | -40.6% |
| 1Y | -28.5% | +46.0% | -74.5% | -37.7% |
| 3Y | -5.1% | +2.9% | -8.0% | -13.4% |
| 5Y | -10.5% | +112.6% | -123.1% | -36.0% |
| 10Y | +0.3% | +20.7% | -20.4% | -49.8% |
| All | +1,165.9% | +259.2% | +906.7% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling