-32.6%
WYNN vs TW
+206.7%
-239.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -4.2% | -4.5% | +0.3% | -2.8% |
| 30D | -14.6% | -2.3% | -12.4% | -14.1% |
| 3M | -18.4% | +2.6% | -21.0% | -19.7% |
| 6M | -11.9% | -17.5% | +5.6% | -7.0% |
| YTD | -26.6% | -5.3% | -21.3% | -26.6% |
| 1Y | -28.5% | -14.8% | -13.8% | -26.0% |
| 3Y | -5.1% | +18.8% | -24.0% | -18.4% |
| 5Y | -10.5% | +20.7% | -31.2% | -25.4% |
| All | -32.6% | +206.7% | -239.3% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling