-28.5%
WYNN vs EXPD
+60.5%
-89.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | -4.2% | +2.0% | -6.2% | -4.6% |
| 30D | -14.6% | +4.4% | -19.0% | -15.3% |
| 3M | -18.4% | +15.7% | -34.1% | -21.1% |
| 6M | -11.9% | +37.5% | -49.4% | -18.7% |
| YTD | -26.6% | +29.9% | -56.5% | -30.1% |
| 1Y | -28.5% | +57.8% | -86.3% | -31.9% |
| All | -28.5% | +60.5% | -89.0% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling