-60.0%
Z vs WYNN
-33.8%
-26.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -0.8% |
| 7D | -4.9% | +4.7% | -9.6% | -7.4% |
| 30D | +3.0% | +9.7% | -6.7% | -1.7% |
| 3M | -13.4% | -19.2% | +5.8% | -6.3% |
| 6M | -27.3% | -14.2% | -13.1% | -23.7% |
| YTD | -57.8% | -30.5% | -27.3% | -53.1% |
| 1Y | -60.0% | -33.0% | -27.0% | -55.5% |
| All | -60.0% | -33.8% | -26.2% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling