+52.3%
XOM vs WYNN
-28.3%
+80.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.4% |
| 7D | +4.1% | -4.2% | +8.3% | +3.5% |
| 30D | +4.6% | -14.6% | +19.2% | +2.7% |
| 3M | +14.0% | -18.4% | +32.4% | +11.5% |
| 6M | +11.0% | -11.9% | +22.9% | +9.6% |
| YTD | +40.7% | -26.6% | +67.3% | +38.4% |
| 1Y | +52.3% | -28.5% | +80.8% | +49.4% |
| All | +52.3% | -28.3% | +80.6% | +49.4% |
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