+1,176.3%
WYNN vs SPY
+1,225.2%
-48.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | -3.4% | -2.0% | -1.4% | -0.7% |
| 30D | -15.4% | -1.7% | -13.8% | -13.5% |
| 3M | -15.8% | +4.7% | -20.5% | -21.6% |
| 6M | -13.5% | +12.5% | -26.0% | -27.3% |
| YTD | -26.0% | +11.7% | -37.7% | -37.1% |
| 1Y | -27.4% | +17.5% | -44.9% | -42.6% |
| 3Y | -3.7% | +76.6% | -80.3% | -57.7% |
| 5Y | -9.8% | +82.0% | -91.8% | -61.5% |
| 10Y | +1.1% | +317.1% | -316.0% | -85.7% |
| All | +1,176.3% | +1,225.2% | -48.9% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling