-12.2%
WYNN vs TW
+19.5%
-31.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -4.2% | -4.5% | +0.3% | -3.1% |
| 30D | -14.6% | -2.3% | -12.4% | -14.2% |
| 3M | -18.4% | +2.6% | -21.0% | -19.4% |
| 6M | -11.9% | -17.5% | +5.6% | -7.8% |
| YTD | -26.6% | -5.3% | -21.3% | -26.6% |
| 1Y | -28.5% | -14.8% | -13.8% | -26.2% |
| 3Y | -5.1% | +18.8% | -24.0% | -20.3% |
| All | -12.2% | +19.5% | -31.7% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling