-42.1%
QXO vs WYNN
-28.3%
-13.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -7.8% | -4.2% | -3.6% | -5.4% |
| 30D | -18.1% | -14.6% | -3.5% | -10.1% |
| 3M | -25.8% | -18.4% | -7.3% | -16.4% |
| 6M | -41.7% | -11.9% | -29.8% | -36.9% |
| YTD | -36.2% | -26.6% | -9.6% | -26.9% |
| 1Y | -42.1% | -28.5% | -13.6% | -34.2% |
| All | -42.1% | -28.3% | -13.8% | -34.2% |
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 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