+599.1%
XYZ vs WYNN
+1.1%
+598.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -4.3% | -4.2% | -0.1% | -2.4% |
| 30D | +1.2% | -14.6% | +15.8% | +8.6% |
| 3M | +14.6% | -18.4% | +33.1% | +25.3% |
| 6M | +22.6% | -11.9% | +34.5% | +29.0% |
| YTD | +21.7% | -26.6% | +48.3% | +38.9% |
| 1Y | +6.7% | -28.5% | +35.2% | +21.9% |
| 3Y | +46.8% | -5.1% | +52.0% | +42.5% |
| 5Y | -68.0% | -10.5% | -57.6% | -69.2% |
| All | +599.1% | +1.1% | +598.0% | +496.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling