+407.0%
AXP vs WYNN
+13.3%
+393.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.1% |
| 7D | -0.1% | +2.3% | -2.5% | -1.0% |
| 30D | +4.4% | +15.4% | -10.9% | -1.1% |
| 3M | -6.4% | -16.7% | +10.3% | -0.4% |
| 6M | +4.2% | -11.1% | +15.3% | +7.7% |
| YTD | -12.4% | -28.8% | +16.4% | -2.2% |
| 1Y | -11.1% | -30.2% | +19.1% | -0.2% |
| 3Y | +114.9% | +3.8% | +111.1% | +100.7% |
| 5Y | +87.4% | -6.2% | +93.6% | +71.5% |
| All | +407.0% | +13.3% | +393.8% | +312.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling