+1,200.0%
ZBRA vs WYNN
+1,166.9%
+33.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.1% |
| 7D | -3.4% | -4.2% | +0.8% | -2.3% |
| 30D | -7.4% | -14.6% | +7.2% | -3.6% |
| 3M | +57.5% | -18.4% | +75.9% | +65.6% |
| 6M | +64.0% | -11.9% | +75.9% | +68.8% |
| YTD | +44.3% | -26.6% | +70.9% | +55.5% |
| 1Y | +10.9% | -28.5% | +39.4% | +19.9% |
| 3Y | +37.5% | -5.1% | +42.6% | +36.2% |
| 5Y | -39.7% | -10.5% | -29.2% | -41.5% |
| 10Y | +429.9% | +0.3% | +429.6% | +346.8% |
| All | +1,200.0% | +1,166.9% | +33.1% | +534.9% |
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