+512.6%
EXC vs WYNN
+1,203.4%
-690.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | +0.3% | -1.4% | +1.7% | +0.5% |
| 30D | -0.9% | -11.8% | +10.9% | +0.7% |
| 3M | -2.7% | -15.8% | +13.1% | -0.7% |
| 6M | -9.4% | -10.7% | +1.3% | -8.4% |
| YTD | +3.0% | -24.5% | +27.5% | +6.1% |
| 1Y | +5.1% | -25.0% | +30.2% | +8.1% |
| 3Y | +20.6% | -1.8% | +22.4% | +17.6% |
| 5Y | +45.7% | -10.0% | +55.7% | +39.4% |
| 10Y | +160.8% | +3.2% | +157.7% | +126.2% |
| All | +512.6% | +1,203.4% | -690.9% | +311.9% |
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