-41.7%
QXO vs WYNN
-15.0%
-26.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.9% |
| 7D | -7.8% | -4.2% | -3.6% | -4.0% |
| 30D | -18.1% | -14.6% | -3.5% | -5.0% |
| 3M | -25.8% | -18.4% | -7.3% | -9.4% |
| 6M | -41.7% | -11.9% | -29.8% | -36.0% |
| All | -41.7% | -15.0% | -26.7% | -36.0% |
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 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