+160.0%
EXPE vs WYNN
+1.1%
+158.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | -5.8% | -4.2% | -1.6% | -3.9% |
| 30D | -13.6% | -14.6% | +1.0% | -7.0% |
| 3M | +25.2% | -18.4% | +43.6% | +37.4% |
| 6M | +22.3% | -11.9% | +34.3% | +29.6% |
| YTD | -0.3% | -26.6% | +26.3% | +14.6% |
| 1Y | +27.8% | -28.5% | +56.3% | +47.4% |
| 3Y | +162.4% | -5.1% | +167.6% | +154.5% |
| 5Y | +95.8% | -10.5% | +106.3% | +83.9% |
| All | +160.0% | +1.1% | +158.9% | +117.2% |
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