+143.7%
XLC vs WYNN
-44.5%
+188.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +0.5% | -4.2% | +4.7% | +1.4% |
| 30D | +2.1% | -14.6% | +16.7% | +5.7% |
| 3M | +0.7% | -18.4% | +19.1% | +5.1% |
| 6M | -3.2% | -11.9% | +8.7% | -0.9% |
| YTD | -3.8% | -26.6% | +22.8% | +2.2% |
| 1Y | -2.0% | -28.5% | +26.5% | +4.1% |
| 3Y | +71.4% | -5.1% | +76.5% | +66.8% |
| 5Y | +40.7% | -10.5% | +51.2% | +32.9% |
| All | +143.7% | -44.5% | +188.2% | +121.6% |
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 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