+875.6%
BAH vs WYNN
+31.3%
+844.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | -1.3% | -1.4% | +0.1% | -1.2% |
| 30D | -6.6% | -11.8% | +5.1% | -5.3% |
| 3M | -7.2% | -15.8% | +8.7% | -5.4% |
| 6M | -10.0% | -10.7% | +0.7% | -9.0% |
| YTD | -12.5% | -24.5% | +12.0% | -9.8% |
| 1Y | -27.9% | -25.0% | -2.9% | -25.9% |
| 3Y | -31.4% | -1.8% | -29.6% | -32.5% |
| 5Y | -3.2% | -10.0% | +6.8% | -6.3% |
| 10Y | +191.5% | +3.2% | +188.3% | +153.9% |
| All | +875.6% | +31.3% | +844.3% | +686.5% |
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