+0.2%
AXP vs WYNN
-26.8%
+27.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -2.8% | -3.4% | +0.7% | -2.0% |
| 30D | -5.9% | -15.4% | +9.5% | -2.1% |
| 3M | +2.6% | -15.8% | +18.4% | +6.8% |
| 6M | +6.4% | -13.5% | +19.9% | +9.6% |
| YTD | -12.6% | -26.0% | +13.4% | -6.3% |
| 1Y | +0.2% | -27.4% | +27.6% | +6.8% |
| All | +0.2% | -26.8% | +27.0% | +6.8% |
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