-5.1%
WYNN vs WCC
+541.6%
-546.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -2.6% |
| 7D | -4.2% | +1.5% | -5.7% | -5.0% |
| 30D | -14.6% | -2.1% | -12.5% | -14.2% |
| 3M | -18.4% | +3.8% | -22.2% | -21.5% |
| 6M | -11.9% | +35.0% | -46.9% | -26.9% |
| YTD | -26.6% | +46.4% | -72.9% | -41.9% |
| 1Y | -28.5% | +63.0% | -91.5% | -47.2% |
| 3Y | -5.1% | +133.9% | -139.1% | -47.7% |
| 5Y | -10.5% | +226.5% | -237.0% | -62.8% |
| All | -5.1% | +541.6% | -546.8% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling