-68.1%
XYZ vs WYNN
-12.8%
-55.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.8% |
| 7D | -5.2% | -3.4% | -1.7% | -3.2% |
| 30D | 0.0% | -15.4% | +15.4% | +10.3% |
| 3M | +18.7% | -15.8% | +34.5% | +30.8% |
| 6M | +20.5% | -13.5% | +34.0% | +30.0% |
| YTD | +21.5% | -26.0% | +47.5% | +43.4% |
| 1Y | +7.2% | -27.4% | +34.6% | +25.8% |
| 3Y | +49.0% | -3.7% | +52.7% | +37.3% |
| 5Y | -68.1% | -9.8% | -58.3% | -73.7% |
| All | -68.1% | -12.8% | -55.3% | -73.7% |
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