+88.2%
XLRE vs WYNN
+1.1%
+87.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.2% | -4.2% | +3.0% | -0.5% |
| 30D | -2.4% | -14.6% | +12.2% | 0.0% |
| 3M | -2.5% | -18.4% | +15.9% | +0.5% |
| 6M | +4.0% | -11.9% | +15.9% | +5.7% |
| YTD | +9.3% | -26.6% | +35.9% | +14.0% |
| 1Y | +5.6% | -28.5% | +34.1% | +10.3% |
| 3Y | +31.3% | -5.1% | +36.4% | +28.9% |
| 5Y | +9.5% | -10.5% | +20.0% | +5.2% |
| All | +88.2% | +1.1% | +87.1% | +68.8% |
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