+1,165.9%
WYNN vs WTW
+484.2%
+681.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -4.2% | -5.7% | +1.5% | -0.9% |
| 30D | -14.6% | -7.3% | -7.4% | -10.9% |
| 3M | -18.4% | +21.5% | -39.9% | -28.1% |
| 6M | -11.9% | +9.6% | -21.5% | -18.5% |
| YTD | -26.6% | -3.3% | -23.3% | -27.4% |
| 1Y | -28.5% | -6.1% | -22.4% | -28.3% |
| 3Y | -5.1% | +61.8% | -67.0% | -34.9% |
| 5Y | -10.5% | +42.7% | -53.2% | -33.9% |
| 10Y | +0.3% | +197.2% | -197.0% | -54.7% |
| All | +1,165.9% | +484.2% | +681.7% | +257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling