+344.5%
ZETA vs WYNN
-11.0%
+355.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -3.7% | -4.2% | +0.5% | -1.7% |
| 30D | +5.7% | -14.6% | +20.3% | +14.1% |
| 3M | +50.4% | -18.4% | +68.9% | +66.1% |
| 6M | +65.5% | -11.9% | +77.4% | +75.5% |
| YTD | +48.3% | -26.6% | +74.9% | +72.2% |
| 1Y | +45.4% | -28.5% | +73.9% | +70.0% |
| 3Y | +270.8% | -5.1% | +275.9% | +258.3% |
| All | +344.5% | -11.0% | +355.5% | +301.6% |
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