+166.3%
XME vs WYNN
-11.0%
+177.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -4.2% | -4.2% | 0.0% | -2.9% |
| 30D | -2.7% | -14.6% | +11.9% | +2.2% |
| 3M | -3.9% | -18.4% | +14.5% | +2.2% |
| 6M | -1.0% | -11.9% | +10.9% | +2.6% |
| YTD | +9.8% | -26.6% | +36.4% | +20.0% |
| 1Y | +32.5% | -28.5% | +61.1% | +45.0% |
| 3Y | +124.3% | -5.1% | +129.5% | +116.0% |
| All | +166.3% | -11.0% | +177.3% | +143.2% |
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