+13.3%
EXPE vs WYNN
-8.1%
+21.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +0.6% |
| 7D | -11.5% | -1.4% | -10.1% | -10.8% |
| 30D | -13.1% | -11.8% | -1.3% | -6.4% |
| 3M | +18.1% | -15.8% | +34.0% | +31.2% |
| 6M | +13.3% | -10.7% | +24.0% | +21.5% |
| All | +13.3% | -8.1% | +21.4% | +21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling