+153.3%
XOP vs WYNN
-11.0%
+164.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +2.6% | -4.2% | +6.8% | +3.7% |
| 30D | +9.6% | -14.6% | +24.2% | +13.8% |
| 3M | +20.4% | -18.4% | +38.8% | +26.2% |
| 6M | +19.9% | -11.9% | +31.8% | +22.3% |
| YTD | +56.4% | -26.6% | +83.0% | +67.3% |
| 1Y | +52.4% | -28.5% | +81.0% | +63.1% |
| 3Y | +39.9% | -5.1% | +45.0% | +33.6% |
| All | +153.3% | -11.0% | +164.3% | +136.3% |
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