+1,663.9%
XEL vs WYNN
+1,166.9%
+497.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -0.3% | -4.2% | +3.9% | 0.0% |
| 30D | -3.9% | -14.6% | +10.7% | -2.8% |
| 3M | -2.8% | -18.4% | +15.6% | -1.3% |
| 6M | -5.4% | -11.9% | +6.5% | -4.6% |
| YTD | +3.8% | -26.6% | +30.3% | +6.0% |
| 1Y | +6.8% | -28.5% | +35.4% | +9.1% |
| 3Y | +45.6% | -5.1% | +50.7% | +44.0% |
| 5Y | +30.7% | -10.5% | +41.2% | +27.5% |
| 10Y | +151.7% | +0.3% | +151.4% | +128.5% |
| All | +1,663.9% | +1,166.9% | +497.0% | +966.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling