+75.8%
BA vs WYNN
+1.1%
+74.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.1% |
| 7D | -0.8% | -4.2% | +3.3% | +1.0% |
| 30D | -9.0% | -14.6% | +5.6% | -2.5% |
| 3M | -5.0% | -18.4% | +13.4% | +3.4% |
| 6M | -1.7% | -11.9% | +10.2% | +3.2% |
| YTD | -3.1% | -26.6% | +23.5% | +9.4% |
| 1Y | -4.3% | -28.5% | +24.2% | +8.1% |
| 3Y | -0.3% | -5.1% | +4.9% | -5.3% |
| 5Y | +0.1% | -10.5% | +10.6% | -8.9% |
| All | +75.8% | +1.1% | +74.7% | +45.2% |
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 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