+223.6%
XME vs WYNN
+136.7%
+86.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -4.2% | -4.2% | 0.0% | -2.7% |
| 30D | -2.7% | -14.6% | +11.9% | +3.1% |
| 3M | -3.9% | -18.4% | +14.5% | +3.3% |
| 6M | -1.0% | -11.9% | +10.9% | +3.2% |
| YTD | +9.8% | -26.6% | +36.4% | +21.8% |
| 1Y | +32.5% | -28.5% | +61.1% | +47.2% |
| 3Y | +124.3% | -5.1% | +129.5% | +116.4% |
| 5Y | +165.8% | -10.5% | +176.3% | +146.3% |
| 10Y | +411.8% | +0.3% | +411.5% | +271.8% |
| All | +223.6% | +136.7% | +86.8% | +13.8% |
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 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