+338.5%
BLDR vs WYNN
+242.4%
+96.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.0% |
| 7D | -8.1% | -3.4% | -4.7% | -6.6% |
| 30D | -21.5% | -15.4% | -6.1% | -15.2% |
| 3M | -21.0% | -15.8% | -5.2% | -14.7% |
| 6M | -37.1% | -13.5% | -23.6% | -32.7% |
| YTD | -42.7% | -26.0% | -16.7% | -34.3% |
| 1Y | -58.0% | -27.4% | -30.6% | -51.8% |
| 3Y | -57.8% | -3.7% | -54.1% | -58.7% |
| 5Y | +10.3% | -9.8% | +20.0% | +3.5% |
| 10Y | +367.3% | +1.1% | +366.2% | +235.0% |
| All | +338.5% | +242.4% | +96.1% | +55.4% |
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