+209.9%
BKNG vs WYNN
+2.0%
+207.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | -10.7% | -3.4% | -7.2% | -9.6% |
| 30D | -18.1% | -15.4% | -2.7% | -13.1% |
| 3M | +8.5% | -15.8% | +24.3% | +15.1% |
| 6M | -0.1% | -13.5% | +13.4% | +4.9% |
| YTD | -18.2% | -26.0% | +7.8% | -9.6% |
| 1Y | -19.9% | -27.4% | +7.5% | -11.6% |
| 3Y | +41.6% | -3.7% | +45.3% | +36.0% |
| 5Y | +93.1% | -9.8% | +102.9% | +80.4% |
| All | +209.9% | +2.0% | +207.9% | +163.3% |
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 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