+1,202.4%
WYNN vs WST
+9,827.2%
-8,624.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | -1.4% | -1.7% | +0.3% | -0.8% |
| 30D | -11.8% | -4.3% | -7.4% | -10.3% |
| 3M | -15.8% | +0.7% | -16.6% | -16.4% |
| 6M | -10.7% | +36.0% | -46.7% | -21.6% |
| YTD | -24.5% | +22.7% | -47.2% | -31.2% |
| 1Y | -25.0% | +34.1% | -59.1% | -34.4% |
| 3Y | -1.8% | -13.6% | +11.8% | -8.1% |
| 5Y | -10.0% | -26.0% | +16.0% | -13.5% |
| 10Y | +3.2% | +335.8% | -332.6% | -62.3% |
| All | +1,202.4% | +9,827.2% | -8,624.8% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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