+1,231.1%
WYNN vs EXPD
+1,505.5%
-274.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.6% |
| 7D | +1.8% | -0.9% | +2.7% | +2.3% |
| 30D | -9.8% | +4.1% | -13.9% | -12.2% |
| 3M | -11.8% | +13.8% | -25.6% | -19.2% |
| 6M | -8.8% | +27.3% | -36.1% | -22.4% |
| YTD | -22.8% | +25.4% | -48.2% | -34.3% |
| 1Y | -24.1% | +54.4% | -78.5% | -43.9% |
| 3Y | +0.4% | +67.9% | -67.5% | -30.9% |
| 5Y | -8.7% | +59.2% | -67.8% | -37.6% |
| 10Y | +8.3% | +308.6% | -300.2% | -59.3% |
| All | +1,231.1% | +1,505.5% | -274.4% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling