+14.7%
XLF vs WYNN
-32.5%
+47.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.5% | +2.3% |
| 7D | +5.5% | +15.4% | -9.9% | +2.7% |
| 30D | +9.9% | +6.8% | +3.1% | +8.4% |
| 3M | +2.6% | -15.4% | +18.0% | +5.2% |
| 6M | +15.6% | -20.0% | +35.5% | +19.5% |
| YTD | +9.4% | -31.0% | +40.5% | +15.8% |
| 1Y | +14.7% | -31.5% | +46.2% | +20.9% |
| All | +14.7% | -32.5% | +47.2% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling