+248.8%
XLF vs WYNN
+1.1%
+247.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -1.5% | -4.2% | +2.7% | -0.4% |
| 30D | -1.2% | -14.6% | +13.5% | +2.7% |
| 3M | +9.2% | -18.4% | +27.6% | +14.6% |
| 6M | +16.3% | -11.9% | +28.2% | +19.4% |
| YTD | +5.4% | -26.6% | +32.0% | +13.0% |
| 1Y | +7.6% | -28.5% | +36.1% | +15.4% |
| 3Y | +74.2% | -5.1% | +79.3% | +68.9% |
| 5Y | +66.1% | -10.5% | +76.6% | +56.0% |
| All | +248.8% | +1.1% | +247.7% | +200.3% |
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