+512.9%
XYZ vs WYNN
+72.4%
+440.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.5% |
| 7D | +2.9% | +1.8% | +1.1% | +2.1% |
| 30D | +1.4% | -9.8% | +11.2% | +5.7% |
| 3M | +14.6% | -11.8% | +26.4% | +20.3% |
| 6M | +20.8% | -8.8% | +29.5% | +24.7% |
| YTD | +23.1% | -22.8% | +45.9% | +36.1% |
| 1Y | +5.6% | -24.1% | +29.8% | +16.5% |
| 3Y | +50.9% | +0.4% | +50.5% | +43.9% |
| 5Y | -68.6% | -8.7% | -59.9% | -69.8% |
| 10Y | +580.0% | +8.3% | +571.6% | +473.2% |
| All | +512.9% | +72.4% | +440.4% | +398.7% |
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 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