+929.4%
XOM vs WYNN
+1,166.9%
-237.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +4.1% | -4.2% | +8.3% | +4.9% |
| 30D | +4.6% | -14.6% | +19.2% | +7.7% |
| 3M | +14.0% | -18.4% | +32.4% | +18.2% |
| 6M | +11.0% | -11.9% | +22.9% | +12.9% |
| YTD | +40.7% | -26.6% | +67.3% | +47.8% |
| 1Y | +52.3% | -28.5% | +80.8% | +59.9% |
| 3Y | +60.5% | -5.1% | +65.6% | +56.2% |
| 5Y | +266.4% | -10.5% | +276.9% | +246.7% |
| 10Y | +194.4% | +0.3% | +194.2% | +153.8% |
| All | +929.4% | +1,166.9% | -237.5% | +491.7% |
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