-36.4%
Z vs WYNN
+0.1%
-36.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.2% | -6.7% |
| 7D | -3.3% | +1.8% | -5.0% | -3.9% |
| 30D | -3.7% | -9.8% | +6.1% | -0.1% |
| 3M | -7.0% | -11.8% | +4.8% | -2.8% |
| 6M | -29.5% | -8.8% | -20.7% | -27.2% |
| YTD | -52.6% | -22.8% | -29.8% | -48.2% |
| 1Y | -64.0% | -24.1% | -39.9% | -60.9% |
| 3Y | -36.4% | +0.4% | -36.8% | -42.4% |
| All | -36.4% | +0.1% | -36.5% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling