+172.0%
AXON vs WYNN
-11.0%
+183.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -7.0% | -4.2% | -2.9% | -5.9% |
| 30D | -20.1% | -14.6% | -5.5% | -16.4% |
| 3M | +7.4% | -18.4% | +25.8% | +13.6% |
| 6M | -7.4% | -11.9% | +4.5% | -4.1% |
| YTD | -15.6% | -26.6% | +11.0% | -8.6% |
| 1Y | -36.2% | -28.5% | -7.7% | -30.8% |
| 3Y | +124.8% | -5.1% | +130.0% | +115.0% |
| All | +172.0% | -11.0% | +183.0% | +136.7% |
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