-5.1%
WYNN vs WCN
+235.9%
-241.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -4.2% | -3.1% | -1.1% | -2.9% |
| 30D | -14.6% | -3.4% | -11.2% | -13.3% |
| 3M | -18.4% | +3.0% | -21.4% | -19.7% |
| 6M | -11.9% | -3.8% | -8.2% | -11.1% |
| YTD | -26.6% | -8.3% | -18.3% | -24.3% |
| 1Y | -28.5% | -9.7% | -18.8% | -26.0% |
| 3Y | -5.1% | +17.2% | -22.3% | -16.1% |
| 5Y | -10.5% | +25.3% | -35.8% | -25.3% |
| All | -5.1% | +235.9% | -241.0% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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