+114.9%
AXP vs WYNN
+2.9%
+112.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | 0.0% |
| 7D | -0.1% | +2.3% | -2.5% | -0.9% |
| 30D | +4.4% | +15.4% | -10.9% | -0.3% |
| 3M | -6.4% | -16.7% | +10.3% | -1.3% |
| 6M | +4.2% | -11.1% | +15.3% | +7.1% |
| YTD | -12.4% | -28.8% | +16.4% | -3.4% |
| 1Y | -11.1% | -30.2% | +19.1% | -1.6% |
| 3Y | +114.9% | +3.8% | +111.1% | +92.3% |
| All | +114.9% | +2.9% | +112.0% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling