+458.4%
AXP vs WYNN
+2.0%
+456.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | -2.8% | -3.4% | +0.7% | -1.5% |
| 30D | -5.9% | -15.4% | +9.5% | -0.2% |
| 3M | +2.6% | -15.8% | +18.4% | +8.7% |
| 6M | +6.4% | -13.5% | +19.9% | +11.2% |
| YTD | -12.6% | -26.0% | +13.4% | -3.6% |
| 1Y | +0.2% | -27.4% | +27.6% | +10.5% |
| 3Y | +110.9% | -3.7% | +114.7% | +102.8% |
| 5Y | +114.7% | -9.8% | +124.5% | +98.8% |
| All | +458.4% | +2.0% | +456.5% | +349.2% |
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