-12.2%
WYNN vs EXEL
+180.6%
-192.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | -4.2% | -4.9% | +0.7% | -3.3% |
| 30D | -14.6% | +11.4% | -26.0% | -16.4% |
| 3M | -18.4% | +4.9% | -23.3% | -19.4% |
| 6M | -11.9% | +34.4% | -46.3% | -17.5% |
| YTD | -26.6% | +28.0% | -54.6% | -30.7% |
| 1Y | -28.5% | +43.6% | -72.2% | -34.4% |
| 3Y | -5.1% | +155.2% | -160.3% | -28.1% |
| All | -12.2% | +180.6% | -192.8% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling