+439.2%
XYL vs WYNN
-7.4%
+446.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +1.2% | -4.2% | +5.4% | +2.2% |
| 30D | -11.9% | -14.6% | +2.7% | -8.8% |
| 3M | -1.5% | -18.4% | +16.9% | +2.8% |
| 6M | -11.9% | -11.9% | 0.0% | -9.8% |
| YTD | -20.6% | -26.6% | +6.0% | -15.5% |
| 1Y | -23.5% | -28.5% | +5.0% | -18.5% |
| 3Y | +14.9% | -5.1% | +20.0% | +12.5% |
| 5Y | -15.3% | -10.5% | -4.8% | -19.4% |
| 10Y | +148.6% | +0.3% | +148.3% | +107.4% |
| All | +439.2% | -7.4% | +446.5% | +312.9% |
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