+20.8%
ZBRA vs WYNN
-34.2%
+55.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.3% |
| 7D | -14.8% | +6.9% | -21.7% | -16.2% |
| 30D | -16.6% | +3.5% | -20.1% | -17.3% |
| 3M | -12.8% | -21.4% | +8.6% | -6.2% |
| 6M | +40.8% | -25.0% | +65.8% | +54.5% |
| YTD | +32.5% | -33.6% | +66.1% | +50.5% |
| 1Y | +20.8% | -36.0% | +56.8% | +38.8% |
| All | +20.8% | -34.2% | +55.0% | +38.8% |
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