-6.9%
Z vs WYNN
+2.0%
-8.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.0% |
| 7D | -11.6% | -3.4% | -8.1% | -10.4% |
| 30D | -8.5% | -15.4% | +7.0% | -2.6% |
| 3M | -7.9% | -15.8% | +7.9% | -2.1% |
| 6M | -29.1% | -13.5% | -15.6% | -25.3% |
| YTD | -54.2% | -26.0% | -28.2% | -49.0% |
| 1Y | -63.5% | -27.4% | -36.2% | -59.5% |
| 3Y | -38.6% | -3.7% | -34.9% | -40.6% |
| 5Y | -66.0% | -9.8% | -56.2% | -67.8% |
| All | -6.9% | +2.0% | -8.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WYNN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling