+1,472.3%
AXP vs WYNN
+1,222.3%
+250.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | -3.9% | +1.8% | -0.8% |
| 30D | -6.5% | -9.3% | +2.7% | -3.5% |
| 3M | +4.6% | -11.4% | +16.1% | +8.6% |
| 6M | +5.4% | -11.0% | +16.4% | +8.8% |
| YTD | -11.1% | -23.4% | +12.3% | -3.7% |
| 1Y | -0.3% | -24.8% | +24.5% | +8.0% |
| 3Y | +111.6% | -7.1% | +118.7% | +107.3% |
| 5Y | +117.6% | -5.4% | +123.0% | +100.0% |
| 10Y | +474.1% | +11.5% | +462.6% | +337.9% |
| All | +1,472.3% | +1,222.3% | +250.0% | +526.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling