+34.5%
QXO vs WYNN
+1.1%
+33.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -7.8% | -4.2% | -3.6% | -7.2% |
| 30D | -18.1% | -14.6% | -3.5% | -16.1% |
| 3M | -25.8% | -18.4% | -7.3% | -23.4% |
| 6M | -41.7% | -11.9% | -29.8% | -40.4% |
| YTD | -36.2% | -26.6% | -9.6% | -33.2% |
| 1Y | -42.1% | -28.5% | -13.6% | -39.3% |
| 3Y | -46.2% | -5.1% | -41.0% | -46.1% |
| 5Y | -70.7% | -10.5% | -60.2% | -71.3% |
| All | +34.5% | +1.1% | +33.3% | +21.4% |
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