+141.3%
XLC vs WYNN
-44.1%
+185.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | -1.7% | -3.4% | +1.8% | -0.9% |
| 30D | +0.2% | -15.4% | +15.6% | +3.9% |
| 3M | +0.7% | -15.8% | +16.5% | +4.4% |
| 6M | -4.5% | -13.5% | +9.0% | -1.8% |
| YTD | -4.7% | -26.0% | +21.2% | +1.0% |
| 1Y | -1.5% | -27.4% | +25.9% | +4.3% |
| 3Y | +72.2% | -3.7% | +76.0% | +67.1% |
| 5Y | +39.3% | -9.8% | +49.1% | +31.4% |
| All | +141.3% | -44.1% | +185.4% | +119.0% |
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