-5.1%
WYNN vs SNY
+64.5%
-69.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -4.2% | -3.3% | -0.9% | -3.0% |
| 30D | -14.6% | -2.2% | -12.5% | -13.9% |
| 3M | -18.4% | -3.0% | -15.4% | -17.7% |
| 6M | -11.9% | +2.7% | -14.7% | -13.2% |
| YTD | -26.6% | -6.8% | -19.7% | -25.0% |
| 1Y | -28.5% | -5.3% | -23.3% | -27.7% |
| 3Y | -5.1% | -9.8% | +4.7% | -5.2% |
| 5Y | -10.5% | +9.7% | -20.2% | -20.7% |
| All | -5.1% | +64.5% | -69.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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