+1,003.0%
BE vs WYNN
-41.5%
+1,044.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +7.1% |
| 7D | +9.0% | -4.2% | +13.2% | +11.4% |
| 30D | +16.3% | -14.6% | +30.9% | +25.6% |
| 3M | +10.8% | -18.4% | +29.2% | +21.8% |
| 6M | +73.2% | -11.9% | +85.1% | +82.7% |
| YTD | +217.4% | -26.6% | +243.9% | +263.3% |
| 1Y | +309.8% | -28.5% | +338.3% | +368.3% |
| 3Y | +1,726.2% | -5.1% | +1,731.3% | +1,629.8% |
| 5Y | +1,306.2% | -10.5% | +1,316.7% | +1,205.9% |
| All | +1,003.0% | -41.5% | +1,044.5% | +738.8% |
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