-40.8%
BMNR vs WYNN
-26.4%
-14.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.9% | -3.9% | +8.8% | +6.7% |
| 30D | +35.5% | -9.3% | +44.8% | +41.4% |
| 3M | +39.6% | -11.4% | +51.0% | +47.6% |
| 6M | +18.2% | -11.0% | +29.2% | +24.0% |
| YTD | -8.0% | -23.4% | +15.3% | +3.9% |
| 1Y | -40.8% | -24.8% | -16.0% | -33.1% |
| All | -40.8% | -26.4% | -14.4% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling