+165.8%
XHB vs WYNN
+162.6%
+3.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -4.6% | -4.2% | -0.4% | -3.3% |
| 30D | -9.1% | -14.6% | +5.5% | -4.3% |
| 3M | -8.6% | -18.4% | +9.9% | -2.5% |
| 6M | -4.0% | -11.9% | +7.9% | -0.2% |
| YTD | -3.9% | -26.6% | +22.6% | +5.7% |
| 1Y | -16.5% | -28.5% | +12.1% | -7.9% |
| 3Y | +22.6% | -5.1% | +27.7% | +20.0% |
| 5Y | +33.9% | -10.5% | +44.4% | +26.2% |
| 10Y | +213.0% | +0.3% | +212.7% | +133.2% |
| All | +165.8% | +162.6% | +3.2% | +7.6% |
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