+476.4%
BHP vs WYNN
+1.1%
+475.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.6% | -4.2% | +0.6% | -2.4% |
| 30D | -1.2% | -14.6% | +13.4% | +3.2% |
| 3M | +1.2% | -18.4% | +19.6% | +6.8% |
| 6M | +21.4% | -11.9% | +33.3% | +25.3% |
| YTD | +50.4% | -26.6% | +77.0% | +62.6% |
| 1Y | +67.5% | -28.5% | +96.0% | +81.0% |
| 3Y | +72.8% | -5.1% | +77.9% | +68.0% |
| 5Y | +112.6% | -10.5% | +123.1% | +100.2% |
| All | +476.4% | +1.1% | +475.3% | +391.1% |
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