+149.7%
XBI vs WYNN
+1.1%
+148.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -4.6% | -4.2% | -0.5% | -3.6% |
| 30D | -2.0% | -14.6% | +12.6% | +1.9% |
| 3M | +17.8% | -18.4% | +36.2% | +23.7% |
| 6M | +23.7% | -11.9% | +35.6% | +27.2% |
| YTD | +28.2% | -26.6% | +54.8% | +37.6% |
| 1Y | +64.0% | -28.5% | +92.5% | +76.0% |
| 3Y | +99.4% | -5.1% | +104.5% | +93.3% |
| 5Y | +19.3% | -10.5% | +29.8% | +12.5% |
| All | +149.7% | +1.1% | +148.6% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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