-5.1%
WYNN vs SPY
+77.0%
-82.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.7% |
| 7D | -4.2% | -0.8% | -3.4% | -3.4% |
| 30D | -14.6% | -1.1% | -13.6% | -13.7% |
| 3M | -18.4% | +3.9% | -22.3% | -22.0% |
| 6M | -11.9% | +13.6% | -25.5% | -24.0% |
| YTD | -26.6% | +12.7% | -39.3% | -35.9% |
| 1Y | -28.5% | +17.5% | -46.0% | -40.5% |
| 3Y | -5.1% | +76.9% | -82.0% | -49.4% |
| All | -5.1% | +77.0% | -82.1% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling