+376.5%
BLDR vs WYNN
+1.1%
+375.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | -8.2% | -4.2% | -4.0% | -6.6% |
| 30D | -16.6% | -14.6% | -2.0% | -10.9% |
| 3M | -23.2% | -18.4% | -4.8% | -16.4% |
| 6M | -33.7% | -11.9% | -21.8% | -30.1% |
| YTD | -41.3% | -26.6% | -14.7% | -33.3% |
| 1Y | -58.8% | -28.5% | -30.3% | -53.0% |
| 3Y | -57.5% | -5.1% | -52.3% | -57.9% |
| 5Y | +12.9% | -10.5% | +23.4% | +7.8% |
| All | +376.5% | +1.1% | +375.3% | +262.1% |
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