-7.8%
BRO vs WYNN
-5.1%
-2.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -7.3% | -4.2% | -3.1% | -7.1% |
| 30D | -6.9% | -14.6% | +7.8% | -6.0% |
| 3M | +10.7% | -18.4% | +29.1% | +12.0% |
| 6M | -2.7% | -11.9% | +9.2% | -2.0% |
| YTD | -16.3% | -26.6% | +10.3% | -14.9% |
| 1Y | -29.1% | -28.5% | -0.6% | -27.9% |
| 3Y | -7.8% | -5.1% | -2.7% | -10.0% |
| All | -7.8% | -5.1% | -2.8% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling