+51.8%
BEN vs WYNN
+1.1%
+50.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -3.1% | -4.2% | +1.1% | -2.0% |
| 30D | +0.2% | -14.6% | +14.8% | +4.6% |
| 3M | +6.8% | -18.4% | +25.3% | +12.6% |
| 6M | +38.1% | -11.9% | +50.0% | +42.3% |
| YTD | +44.3% | -26.6% | +70.9% | +55.9% |
| 1Y | +42.6% | -28.5% | +71.1% | +54.0% |
| 3Y | +52.3% | -5.1% | +57.4% | +48.6% |
| 5Y | +37.6% | -10.5% | +48.1% | +30.7% |
| All | +51.8% | +1.1% | +50.6% | +37.7% |
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 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