-31.5%
WYNN vs EXEL
+92.4%
-123.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.4% | +6.0% |
| 7D | +15.4% | +9.8% | +5.6% | +13.8% |
| 30D | +6.8% | +23.6% | -16.9% | +3.4% |
| 3M | -15.4% | +29.9% | -45.3% | -18.7% |
| 6M | -20.0% | +64.7% | -84.7% | -26.9% |
| YTD | -31.0% | +66.0% | -97.0% | -37.7% |
| 1Y | -31.5% | +92.0% | -123.4% | -40.3% |
| All | -31.5% | +92.4% | -123.9% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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