+943.7%
BA vs WYNN
+1,222.3%
-278.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | -3.9% | +5.1% | +2.4% |
| 30D | -11.6% | -9.3% | -2.4% | -9.1% |
| 3M | -2.4% | -11.4% | +9.0% | +1.0% |
| 6M | -6.6% | -11.0% | +4.3% | -3.8% |
| YTD | -2.2% | -23.4% | +21.1% | +5.0% |
| 1Y | -8.0% | -24.8% | +16.8% | -1.3% |
| 3Y | -5.0% | -7.1% | +2.1% | -6.7% |
| 5Y | -2.7% | -5.4% | +2.7% | -8.5% |
| 10Y | +75.9% | +11.5% | +64.4% | +50.1% |
| All | +943.7% | +1,222.3% | -278.6% | +470.6% |
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