-56.2%
BBWI vs WYNN
+1.1%
-57.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.8% |
| 7D | -4.8% | -4.2% | -0.6% | -3.1% |
| 30D | +3.5% | -14.6% | +18.1% | +10.5% |
| 3M | -0.3% | -18.4% | +18.1% | +8.2% |
| 6M | -5.4% | -11.9% | +6.5% | -0.9% |
| YTD | -4.7% | -26.6% | +21.9% | +7.9% |
| 1Y | -30.5% | -28.5% | -1.9% | -21.0% |
| 3Y | -44.3% | -5.1% | -39.2% | -45.0% |
| 5Y | -66.9% | -10.5% | -56.4% | -68.5% |
| All | -56.2% | +1.1% | -57.3% | -62.3% |
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