-19.4%
Z vs WYNN
+0.4%
-19.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.1% |
| 7D | -4.9% | +4.7% | -9.6% | -6.8% |
| 30D | +3.0% | +9.7% | -6.7% | -0.6% |
| 3M | -13.4% | -19.2% | +5.8% | -6.4% |
| 6M | -27.3% | -14.2% | -13.1% | -23.4% |
| YTD | -57.8% | -30.5% | -27.3% | -52.0% |
| 1Y | -60.0% | -33.0% | -27.0% | -54.1% |
| All | -19.4% | +0.4% | -19.8% | -28.1% |
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