-5.1%
WYNN vs EXPD
+332.1%
-337.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.8% |
| 7D | -4.2% | +2.0% | -6.2% | -5.3% |
| 30D | -14.6% | +4.4% | -19.0% | -16.8% |
| 3M | -18.4% | +15.7% | -34.1% | -25.6% |
| 6M | -11.9% | +37.5% | -49.4% | -27.8% |
| YTD | -26.6% | +29.9% | -56.5% | -38.2% |
| 1Y | -28.5% | +57.8% | -86.3% | -47.2% |
| 3Y | -5.1% | +71.6% | -76.8% | -35.1% |
| 5Y | -10.5% | +62.2% | -72.7% | -38.9% |
| All | -5.1% | +332.1% | -337.3% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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