+385.1%
WYNN vs EXR
+2,590.4%
-2,205.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -0.8% |
| 7D | -1.4% | -3.1% | +1.7% | +0.3% |
| 30D | -11.8% | -7.5% | -4.2% | -7.9% |
| 3M | -15.8% | -7.5% | -8.3% | -12.4% |
| 6M | -10.7% | -5.2% | -5.5% | -8.5% |
| YTD | -24.5% | +6.5% | -31.0% | -27.8% |
| 1Y | -25.0% | -2.0% | -23.0% | -25.3% |
| 3Y | -1.8% | +21.5% | -23.3% | -17.2% |
| 5Y | -10.0% | -11.5% | +1.5% | -13.6% |
| 10Y | +3.2% | +148.0% | -144.8% | -54.3% |
| All | +385.1% | +2,590.4% | -2,205.3% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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