-62.3%
ZTS vs WYNN
-11.0%
-51.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -3.7% | -4.2% | +0.4% | -2.9% |
| 30D | -0.8% | -14.6% | +13.8% | +2.5% |
| 3M | -9.7% | -18.4% | +8.7% | -6.0% |
| 6M | -38.4% | -11.9% | -26.5% | -36.8% |
| YTD | -41.1% | -26.6% | -14.5% | -37.5% |
| 1Y | -50.6% | -28.5% | -22.1% | -47.5% |
| 3Y | -59.1% | -5.1% | -54.0% | -59.8% |
| All | -62.3% | -11.0% | -51.4% | -64.8% |
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