+350.8%
BKR vs WYNN
+1,166.9%
-816.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -7.0% | -4.2% | -2.8% | -5.8% |
| 30D | -8.1% | -14.6% | +6.5% | -3.8% |
| 3M | -6.6% | -18.4% | +11.8% | -1.1% |
| 6M | +0.9% | -11.9% | +12.8% | +3.9% |
| YTD | +31.1% | -26.6% | +57.7% | +41.9% |
| 1Y | +27.7% | -28.5% | +56.2% | +38.4% |
| 3Y | +71.2% | -5.1% | +76.3% | +66.1% |
| 5Y | +177.6% | -10.5% | +188.1% | +157.1% |
| 10Y | +122.7% | +0.3% | +122.4% | +78.6% |
| All | +350.8% | +1,166.9% | -816.1% | +111.4% |
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