+24.7%
Z vs WYNN
+2.8%
+21.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | -3.9% | +0.9% | -1.6% |
| 30D | -4.2% | -9.3% | +5.1% | -0.9% |
| 3M | -3.7% | -11.4% | +7.7% | +0.2% |
| 6M | -24.5% | -11.0% | -13.5% | -21.5% |
| YTD | -49.3% | -23.4% | -25.9% | -44.6% |
| 1Y | -58.7% | -24.8% | -33.9% | -54.9% |
| 3Y | -34.1% | -7.1% | -27.0% | -35.2% |
| 5Y | -64.5% | -5.4% | -59.1% | -66.7% |
| 10Y | -0.5% | +11.5% | -12.0% | -23.3% |
| All | +24.7% | +2.8% | +21.9% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling