-29.4%
QXO vs WYNN
-34.2%
+4.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.7% | -4.3% | -4.9% |
| 7D | +2.3% | +6.9% | -4.6% | -2.8% |
| 30D | -3.9% | +3.5% | -7.4% | -6.1% |
| 3M | -26.8% | -21.4% | -5.4% | -11.7% |
| 6M | -38.3% | -25.0% | -13.4% | -22.9% |
| YTD | -39.7% | -33.6% | -6.1% | -20.7% |
| 1Y | -29.4% | -36.0% | +6.6% | -5.0% |
| All | -29.4% | -34.2% | +4.8% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling