+787.2%
EXPE vs WYNN
+194.0%
+593.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.3% |
| 7D | -8.7% | -3.4% | -5.2% | -7.5% |
| 30D | -13.6% | -15.4% | +1.8% | -8.1% |
| 3M | +26.6% | -15.8% | +42.4% | +34.8% |
| 6M | +19.9% | -13.5% | +33.4% | +26.5% |
| YTD | -1.7% | -26.0% | +24.3% | +9.5% |
| 1Y | +29.4% | -27.4% | +56.8% | +44.3% |
| 3Y | +155.7% | -3.7% | +159.4% | +150.5% |
| 5Y | +93.1% | -9.8% | +102.8% | +86.5% |
| 10Y | +162.1% | +1.1% | +161.0% | +122.3% |
| All | +787.2% | +194.0% | +593.2% | +342.9% |
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