+28.7%
XLV vs WYNN
-33.2%
+62.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -4.8% | -0.7% |
| 7D | 0.0% | +11.3% | -11.4% | -1.4% |
| 30D | +9.5% | +10.9% | -1.4% | +8.0% |
| 3M | +12.8% | -17.9% | +30.7% | +15.0% |
| 6M | +28.1% | -22.3% | +50.5% | +31.6% |
| YTD | +20.9% | -30.4% | +51.3% | +24.7% |
| 1Y | +28.7% | -31.5% | +60.3% | +33.1% |
| All | +28.7% | -33.2% | +62.0% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling