-5.1%
WYNN vs SPY
+322.5%
-327.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -2.0% |
| 7D | -4.2% | -0.8% | -3.4% | -3.2% |
| 30D | -14.6% | -1.1% | -13.6% | -13.4% |
| 3M | -18.4% | +3.9% | -22.3% | -23.0% |
| 6M | -11.9% | +13.6% | -25.5% | -26.7% |
| YTD | -26.6% | +12.7% | -39.3% | -38.1% |
| 1Y | -28.5% | +17.5% | -46.0% | -43.2% |
| 3Y | -5.1% | +76.9% | -82.0% | -58.2% |
| 5Y | -10.5% | +83.6% | -94.1% | -62.0% |
| All | -5.1% | +322.5% | -327.6% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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