-26.7%
ZTS vs WYNN
-32.5%
+5.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.1% | +1.4% | +5.1% |
| 7D | +15.4% | +15.4% | 0.0% | +9.6% |
| 30D | +25.8% | +6.8% | +19.0% | +22.5% |
| 3M | +18.1% | -15.4% | +33.5% | +24.2% |
| 6M | -19.7% | -20.0% | +0.2% | -13.7% |
| YTD | -27.5% | -31.0% | +3.5% | -19.2% |
| 1Y | -26.7% | -31.5% | +4.8% | -18.2% |
| All | -26.7% | -32.5% | +5.7% | -18.2% |
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 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