-99.8%
BIYA vs WYNN
+9.0%
-108.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | -1.3% | -3.4% | +2.1% | -1.3% |
| 30D | -15.9% | -15.4% | -0.5% | -15.8% |
| 3M | -81.2% | -15.8% | -65.4% | -81.2% |
| 6M | -88.2% | -13.5% | -74.7% | -88.2% |
| YTD | -94.1% | -26.0% | -68.2% | -93.9% |
| 1Y | -98.7% | -27.4% | -71.3% | -98.6% |
| All | -99.8% | +9.0% | -108.7% | -99.8% |
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 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