+91.1%
EXE vs WYNN
-11.0%
+102.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -3.1% | -4.2% | +1.0% | -2.4% |
| 30D | -0.9% | -14.6% | +13.7% | +1.8% |
| 3M | +9.6% | -18.4% | +28.0% | +13.4% |
| 6M | -11.6% | -11.9% | +0.3% | -10.2% |
| YTD | -12.6% | -26.6% | +14.0% | -8.1% |
| 1Y | +1.2% | -28.5% | +29.7% | +6.4% |
| 3Y | +18.0% | -5.1% | +23.2% | +14.1% |
| All | +91.1% | -11.0% | +102.1% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling