+223.1%
BMNR vs WYNN
+2.8%
+220.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | +0.2% | -4.2% | +4.4% | +0.7% |
| 30D | +39.9% | -14.6% | +54.5% | +42.2% |
| 3M | +51.5% | -18.4% | +69.9% | +54.7% |
| 6M | +18.9% | -11.9% | +30.8% | +21.2% |
| YTD | -7.8% | -26.6% | +18.8% | -8.9% |
| 1Y | -47.6% | -28.5% | -19.1% | -47.4% |
| All | +223.1% | +2.8% | +220.3% | +5,365.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling