+102.4%
XLP vs WYNN
+2.0%
+100.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.2% |
| 7D | -2.5% | -3.4% | +0.9% | -2.3% |
| 30D | -1.9% | -15.4% | +13.5% | -0.5% |
| 3M | -2.1% | -15.8% | +13.7% | -0.8% |
| 6M | -1.8% | -13.5% | +11.6% | -0.8% |
| YTD | +8.3% | -26.0% | +34.3% | +10.8% |
| 1Y | +6.8% | -27.4% | +34.2% | +9.2% |
| 3Y | +25.7% | -3.7% | +29.5% | +24.1% |
| 5Y | +31.9% | -9.8% | +41.7% | +28.5% |
| All | +102.4% | +2.0% | +100.5% | +87.6% |
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