-5.1%
WYNN vs TAP
-32.3%
+27.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | -4.2% | -3.9% | -0.3% | -3.1% |
| 30D | -14.6% | -5.3% | -9.4% | -13.3% |
| 3M | -18.4% | -3.8% | -14.6% | -17.8% |
| 6M | -11.9% | -11.4% | -0.5% | -9.1% |
| YTD | -26.6% | -13.7% | -12.8% | -24.1% |
| 1Y | -28.5% | -17.2% | -11.3% | -25.2% |
| 3Y | -5.1% | -33.1% | +27.9% | +3.5% |
| All | -5.1% | -32.3% | +27.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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