-9.8%
WYNN vs EXPD
+61.4%
-71.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -3.4% | +1.2% | -4.6% | -3.9% |
| 30D | -15.4% | +6.8% | -22.2% | -17.7% |
| 3M | -15.8% | +14.9% | -30.7% | -20.9% |
| 6M | -13.5% | +34.6% | -48.1% | -24.2% |
| YTD | -26.0% | +27.7% | -53.7% | -33.9% |
| 1Y | -27.4% | +57.7% | -85.0% | -41.3% |
| 3Y | -3.7% | +70.9% | -74.6% | -26.1% |
| 5Y | -9.8% | +59.5% | -69.2% | -36.3% |
| All | -9.8% | +61.4% | -71.2% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling