+218.6%
BAC vs WYNN
+1,203.4%
-984.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.3% |
| 7D | +0.6% | -1.4% | +2.0% | +1.2% |
| 30D | -1.4% | -11.8% | +10.4% | +3.4% |
| 3M | +15.7% | -15.8% | +31.6% | +23.2% |
| 6M | +32.2% | -10.7% | +42.9% | +37.0% |
| YTD | +15.8% | -24.5% | +40.2% | +27.5% |
| 1Y | +27.3% | -25.0% | +52.3% | +39.3% |
| 3Y | +137.5% | -1.8% | +139.2% | +124.1% |
| 5Y | +73.1% | -10.0% | +83.1% | +55.8% |
| 10Y | +397.7% | +3.2% | +394.6% | +242.8% |
| All | +218.6% | +1,203.4% | -984.8% | +5.9% |
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