+274.9%
BP vs WYNN
+1,203.4%
-928.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +3.9% | +2.3% |
| 7D | +4.0% | -1.4% | +5.4% | +4.3% |
| 30D | +7.8% | -11.8% | +19.6% | +10.8% |
| 3M | +8.4% | -15.8% | +24.2% | +12.3% |
| 6M | +15.1% | -10.7% | +25.8% | +17.1% |
| YTD | +36.4% | -24.5% | +60.9% | +43.8% |
| 1Y | +40.9% | -25.0% | +65.9% | +47.9% |
| 3Y | +38.8% | -1.8% | +40.6% | +33.9% |
| 5Y | +141.1% | -10.0% | +151.1% | +127.3% |
| 10Y | +133.9% | +3.2% | +130.7% | +97.9% |
| All | +274.9% | +1,203.4% | -928.6% | +119.9% |
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