+44.0%
XLP vs WYNN
-6.8%
+50.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.5% |
| 6M | +10.5% | -11.1% | +21.6% | +11.3% |
| YTD | +21.2% | -28.8% | +50.0% | +23.9% |
| 1Y | +22.7% | -30.2% | +52.9% | +25.7% |
| 3Y | +44.8% | +3.8% | +41.0% | +41.7% |
| All | +44.0% | -6.8% | +50.9% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling