+1,438.0%
AXP vs WYNN
+1,099.3%
+338.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.6% |
| 7D | -2.1% | +4.7% | -6.8% | -3.7% |
| 30D | +2.7% | +9.7% | -7.0% | -0.7% |
| 3M | -7.3% | -19.2% | +11.9% | -0.7% |
| 6M | +1.8% | -14.2% | +16.0% | +6.3% |
| YTD | -13.1% | -30.5% | +17.4% | -2.9% |
| 1Y | -13.7% | -33.0% | +19.3% | -2.6% |
| 3Y | +113.1% | +0.1% | +113.0% | +103.5% |
| 5Y | +85.9% | -8.4% | +94.4% | +73.7% |
| 10Y | +416.7% | +9.9% | +406.8% | +297.4% |
| All | +1,438.0% | +1,099.3% | +338.8% | +531.9% |
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