+32.0%
XEL vs WYNN
-11.0%
+43.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -0.3% | -4.2% | +3.9% | -0.2% |
| 30D | -3.9% | -14.6% | +10.7% | -3.5% |
| 3M | -2.8% | -18.4% | +15.6% | -2.3% |
| 6M | -5.4% | -11.9% | +6.5% | -5.1% |
| YTD | +3.8% | -26.6% | +30.3% | +4.6% |
| 1Y | +6.8% | -28.5% | +35.4% | +7.6% |
| 3Y | +45.6% | -5.1% | +50.7% | +44.4% |
| All | +32.0% | -11.0% | +43.0% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling