-67.4%
BAX vs WYNN
-11.0%
-56.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -7.9% | -4.2% | -3.7% | -7.1% |
| 30D | -11.7% | -14.6% | +3.0% | -9.0% |
| 3M | +16.2% | -18.4% | +34.6% | +20.7% |
| 6M | +32.0% | -11.9% | +43.9% | +35.0% |
| YTD | +24.7% | -26.6% | +51.3% | +31.9% |
| 1Y | -2.6% | -28.5% | +25.9% | +3.1% |
| 3Y | -35.0% | -5.1% | -29.9% | -35.5% |
| All | -67.4% | -11.0% | -56.4% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling