+136.2%
BP vs WYNN
-11.0%
+147.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.2% |
| 7D | +5.2% | -4.2% | +9.4% | +6.1% |
| 30D | +8.7% | -14.6% | +23.3% | +11.9% |
| 3M | +9.3% | -18.4% | +27.7% | +13.4% |
| 6M | +13.6% | -11.9% | +25.5% | +15.5% |
| YTD | +37.7% | -26.6% | +64.3% | +45.0% |
| 1Y | +40.6% | -28.5% | +69.2% | +48.2% |
| 3Y | +40.3% | -5.1% | +45.5% | +35.4% |
| All | +136.2% | -11.0% | +147.2% | +121.5% |
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