-65.5%
Z vs WYNN
-10.4%
-55.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.3% |
| 7D | -7.1% | -1.4% | -5.6% | -6.5% |
| 30D | -4.8% | -11.8% | +7.0% | +0.4% |
| 3M | -9.3% | -15.8% | +6.5% | -2.6% |
| 6M | -29.0% | -10.7% | -18.3% | -25.6% |
| YTD | -52.9% | -24.5% | -28.4% | -47.1% |
| 1Y | -63.1% | -25.0% | -38.1% | -59.0% |
| 3Y | -36.9% | -1.8% | -35.1% | -40.7% |
| 5Y | -65.5% | -10.0% | -55.5% | -70.0% |
| All | -65.5% | -10.4% | -55.1% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling