+46.6%
XYZ vs WYNN
-4.3%
+50.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.5% |
| 7D | -5.2% | -3.4% | -1.7% | -3.7% |
| 30D | 0.0% | -15.4% | +15.4% | +7.5% |
| 3M | +18.7% | -15.8% | +34.5% | +27.5% |
| 6M | +20.5% | -13.5% | +34.0% | +27.5% |
| YTD | +21.5% | -26.0% | +47.5% | +37.4% |
| 1Y | +7.2% | -27.4% | +34.6% | +20.8% |
| All | +46.6% | -4.3% | +50.9% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling