+74.6%
BND vs WYNN
+52.5%
+22.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -1.0% | -4.2% | +3.2% | -1.0% |
| 30D | -1.1% | -14.6% | +13.5% | -1.2% |
| 3M | -1.9% | -18.4% | +16.5% | -2.0% |
| 6M | -1.6% | -11.9% | +10.3% | -1.7% |
| YTD | -1.2% | -26.6% | +25.3% | -1.4% |
| 1Y | -0.7% | -28.5% | +27.8% | -0.9% |
| 3Y | +12.5% | -5.1% | +17.6% | +12.6% |
| 5Y | -2.5% | -10.5% | +7.9% | -2.4% |
| 10Y | +14.9% | +0.3% | +14.6% | +15.7% |
| All | +74.6% | +52.5% | +22.0% | +77.4% |
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