-5.1%
WYNN vs WTW
+61.9%
-67.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.2% | -5.7% | +1.5% | -3.3% |
| 30D | -14.6% | -7.3% | -7.4% | -13.6% |
| 3M | -18.4% | +21.5% | -39.9% | -20.9% |
| 6M | -11.9% | +9.6% | -21.5% | -13.4% |
| YTD | -26.6% | -3.3% | -23.3% | -26.4% |
| 1Y | -28.5% | -6.1% | -22.4% | -28.0% |
| 3Y | -5.1% | +61.8% | -67.0% | -3.1% |
| All | -5.1% | +61.9% | -67.0% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling