-6.7%
AXP vs WYNN
-32.5%
+25.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -3.9% | +0.5% |
| 7D | +4.6% | +15.4% | -10.8% | +0.5% |
| 30D | +9.7% | +6.8% | +3.0% | +7.6% |
| 3M | -3.8% | -15.4% | +11.6% | 0.0% |
| 6M | +4.8% | -20.0% | +24.8% | +10.3% |
| YTD | -9.1% | -31.0% | +22.0% | -0.1% |
| 1Y | -6.7% | -31.5% | +24.8% | +1.5% |
| All | -6.7% | -32.5% | +25.8% | +1.5% |
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