+243.8%
ZETA vs WYNN
-27.7%
+271.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.5% |
| 7D | -6.5% | -3.4% | -3.1% | -4.9% |
| 30D | +4.8% | -15.4% | +20.3% | +13.6% |
| 3M | +53.3% | -15.8% | +69.1% | +66.5% |
| 6M | +66.8% | -13.5% | +80.3% | +78.4% |
| YTD | +50.2% | -26.0% | +76.2% | +73.4% |
| 1Y | +62.0% | -27.4% | +89.4% | +87.7% |
| 3Y | +276.4% | -3.7% | +280.1% | +261.5% |
| 5Y | +341.6% | -9.8% | +351.4% | +284.9% |
| All | +243.8% | -27.7% | +271.5% | +232.0% |
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 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