+936.2%
BA vs WYNN
+1,232.2%
-295.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | +2.5% | +1.8% | +0.7% | +1.9% |
| 30D | -10.1% | -9.8% | -0.3% | -7.3% |
| 3M | -2.4% | -11.8% | +9.4% | +1.1% |
| 6M | -8.8% | -8.8% | 0.0% | -6.6% |
| YTD | -2.9% | -22.8% | +19.9% | +4.0% |
| 1Y | -8.8% | -24.1% | +15.4% | -2.3% |
| 3Y | -0.3% | +0.4% | -0.7% | -4.3% |
| 5Y | -0.3% | -8.7% | +8.3% | -5.2% |
| 10Y | +72.3% | +8.3% | +64.0% | +47.9% |
| All | +936.2% | +1,232.2% | -295.9% | +465.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling