+163.9%
ZTS vs WYNN
-9.4%
+173.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.3% |
| 7D | -4.5% | -3.4% | -1.1% | -3.9% |
| 30D | -3.3% | -15.4% | +12.1% | -0.5% |
| 3M | -9.7% | -15.8% | +6.0% | -7.1% |
| 6M | -38.8% | -13.5% | -25.4% | -37.4% |
| YTD | -41.2% | -26.0% | -15.2% | -38.3% |
| 1Y | -50.3% | -27.4% | -22.9% | -47.8% |
| 3Y | -59.1% | -3.7% | -55.4% | -59.7% |
| 5Y | -62.8% | -9.8% | -53.0% | -64.0% |
| 10Y | +57.8% | +1.1% | +56.7% | +35.2% |
| All | +163.9% | -9.4% | +173.3% | +93.6% |
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 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