+633.3%
XLP vs WYNN
+1,232.2%
-598.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -1.4% | +1.8% | -3.2% | -1.6% |
| 30D | -1.3% | -9.8% | +8.6% | -0.3% |
| 3M | +1.8% | -11.8% | +13.7% | +3.0% |
| 6M | -0.8% | -8.8% | +8.0% | -0.1% |
| YTD | +9.5% | -22.8% | +32.3% | +11.9% |
| 1Y | +7.2% | -24.1% | +31.3% | +9.5% |
| 3Y | +27.1% | +0.4% | +26.7% | +24.9% |
| 5Y | +32.0% | -8.7% | +40.7% | +28.1% |
| 10Y | +102.9% | +8.3% | +94.6% | +81.4% |
| All | +633.3% | +1,232.2% | -598.9% | +397.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling