+258.5%
BN vs WYNN
+1.1%
+257.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.7% |
| 7D | -5.2% | -4.2% | -1.0% | -4.0% |
| 30D | -14.5% | -14.6% | +0.1% | -10.4% |
| 3M | -15.0% | -18.4% | +3.4% | -9.9% |
| 6M | -5.4% | -11.9% | +6.5% | -2.2% |
| YTD | -16.4% | -26.6% | +10.2% | -9.0% |
| 1Y | -16.2% | -28.5% | +12.3% | -8.8% |
| 3Y | +67.5% | -5.1% | +72.6% | +64.1% |
| 5Y | +34.1% | -10.5% | +44.6% | +27.6% |
| All | +258.5% | +1.1% | +257.3% | +205.7% |
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