+1,050.8%
XLE vs WYNN
+1,203.4%
-152.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.4% |
| 7D | +0.3% | -1.4% | +1.7% | +0.7% |
| 30D | +8.5% | -11.8% | +20.3% | +12.0% |
| 3M | +14.6% | -15.8% | +30.4% | +19.4% |
| 6M | +17.6% | -10.7% | +28.3% | +19.9% |
| YTD | +48.1% | -24.5% | +72.6% | +57.2% |
| 1Y | +53.8% | -25.0% | +78.8% | +62.4% |
| 3Y | +56.2% | -1.8% | +58.0% | +49.6% |
| 5Y | +227.7% | -10.0% | +237.8% | +204.3% |
| 10Y | +181.3% | +3.2% | +178.1% | +129.8% |
| All | +1,050.8% | +1,203.4% | -152.7% | +457.0% |
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