+87.3%
XOP vs WYNN
+136.7%
-49.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +2.6% | -4.2% | +6.8% | +4.2% |
| 30D | +9.6% | -14.6% | +24.2% | +15.6% |
| 3M | +20.4% | -18.4% | +38.8% | +28.6% |
| 6M | +19.9% | -11.9% | +31.8% | +23.4% |
| YTD | +56.4% | -26.6% | +83.0% | +70.9% |
| 1Y | +52.4% | -28.5% | +81.0% | +66.5% |
| 3Y | +39.9% | -5.1% | +45.0% | +33.6% |
| 5Y | +163.7% | -10.5% | +174.2% | +140.9% |
| 10Y | +56.8% | +0.3% | +56.5% | +24.6% |
| All | +87.3% | +136.7% | -49.4% | -9.3% |
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 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