+44.8%
XLP vs WYNN
+2.9%
+41.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.0% | +1.2% |
| 7D | +2.5% | +2.3% | +0.2% | +2.3% |
| 30D | +7.3% | +15.4% | -8.1% | +6.1% |
| 3M | +8.1% | -16.7% | +24.8% | +9.3% |
| 6M | +10.5% | -11.1% | +21.6% | +11.2% |
| YTD | +21.2% | -28.8% | +50.0% | +23.7% |
| 1Y | +22.7% | -30.2% | +52.9% | +25.4% |
| 3Y | +44.8% | +3.8% | +41.0% | +37.0% |
| All | +44.8% | +2.9% | +41.9% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling