+1,165.9%
WYNN vs WSM
+2,776.6%
-1,610.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | -14.6% | -7.7% | -6.9% | -11.9% |
| 3M | -18.4% | +3.8% | -22.2% | -19.9% |
| 6M | -11.9% | +22.7% | -34.6% | -19.4% |
| YTD | -26.6% | +28.0% | -54.6% | -33.9% |
| 1Y | -28.5% | +12.7% | -41.3% | -32.8% |
| 3Y | -5.1% | +231.3% | -236.4% | -46.1% |
| 5Y | -10.5% | +177.2% | -187.7% | -48.5% |
| 10Y | +0.3% | +1,065.8% | -1,065.5% | -73.1% |
| All | +1,165.9% | +2,776.6% | -1,610.7% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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