+155.8%
EXC vs WYNN
+1.1%
+154.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -1.1% | -4.2% | +3.1% | -0.6% |
| 30D | -3.6% | -14.6% | +11.0% | -1.9% |
| 3M | -4.3% | -18.4% | +14.1% | -2.1% |
| 6M | -9.9% | -11.9% | +2.0% | -8.9% |
| YTD | +1.8% | -26.6% | +28.3% | +5.0% |
| 1Y | +2.9% | -28.5% | +31.4% | +6.2% |
| 3Y | +19.1% | -5.1% | +24.2% | +16.6% |
| 5Y | +44.8% | -10.5% | +55.3% | +38.6% |
| All | +155.8% | +1.1% | +154.7% | +123.9% |
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 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