-4.7%
BRO vs WYNN
-33.2%
+28.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.8% | -7.8% | -3.7% |
| 7D | +3.6% | +11.3% | -7.7% | +2.0% |
| 30D | +17.1% | +10.9% | +6.3% | +15.2% |
| 3M | +1.8% | -17.9% | +19.7% | +2.2% |
| 6M | +28.5% | -22.3% | +50.9% | +29.2% |
| YTD | -8.6% | -30.4% | +21.8% | -8.0% |
| 1Y | -4.7% | -31.5% | +26.9% | -4.1% |
| All | -4.7% | -33.2% | +28.6% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling