+398.6%
ZS vs WYNN
-48.5%
+447.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.8% |
| 7D | -3.1% | -4.2% | +1.1% | -2.2% |
| 30D | -7.2% | -14.6% | +7.4% | -3.9% |
| 3M | +30.5% | -18.4% | +48.9% | +36.3% |
| 6M | +7.0% | -11.9% | +18.9% | +9.1% |
| YTD | -26.8% | -26.6% | -0.3% | -22.1% |
| 1Y | -42.6% | -28.5% | -14.1% | -38.8% |
| 3Y | -0.3% | -5.1% | +4.8% | -2.7% |
| 5Y | -39.2% | -10.5% | -28.7% | -42.7% |
| All | +398.6% | -48.5% | +447.1% | +325.2% |
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