+934.0%
BE vs WYNN
-41.0%
+975.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.0% |
| 7D | +9.7% | -3.4% | +13.2% | +11.7% |
| 30D | +22.4% | -15.4% | +37.8% | +32.7% |
| 3M | +10.4% | -15.8% | +26.2% | +19.5% |
| 6M | +67.9% | -13.5% | +81.3% | +78.6% |
| YTD | +197.5% | -26.0% | +223.5% | +239.3% |
| 1Y | +310.6% | -27.4% | +337.9% | +365.6% |
| 3Y | +1,657.2% | -3.7% | +1,661.0% | +1,552.7% |
| 5Y | +1,218.2% | -9.8% | +1,227.9% | +1,119.5% |
| All | +934.0% | -41.0% | +975.0% | +683.3% |
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 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