-39.3%
BAX vs WYNN
+1.1%
-40.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -7.9% | -4.2% | -3.7% | -7.3% |
| 30D | -11.7% | -14.6% | +3.0% | -9.6% |
| 3M | +16.2% | -18.4% | +34.6% | +19.6% |
| 6M | +32.0% | -11.9% | +43.9% | +34.3% |
| YTD | +24.7% | -26.6% | +51.3% | +30.2% |
| 1Y | -2.6% | -28.5% | +25.9% | +1.8% |
| 3Y | -35.0% | -5.1% | -29.9% | -35.2% |
| 5Y | -67.6% | -10.5% | -57.1% | -68.3% |
| All | -39.3% | +1.1% | -40.4% | -44.0% |
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