+19.4%
BRO vs WYNN
-11.0%
+30.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -7.3% | -4.2% | -3.1% | -6.9% |
| 30D | -6.9% | -14.6% | +7.8% | -5.1% |
| 3M | +10.7% | -18.4% | +29.1% | +13.3% |
| 6M | -2.7% | -11.9% | +9.2% | -1.4% |
| YTD | -16.3% | -26.6% | +10.3% | -13.5% |
| 1Y | -29.1% | -28.5% | -0.6% | -26.7% |
| 3Y | -7.8% | -5.1% | -2.7% | -9.8% |
| All | +19.4% | -11.0% | +30.4% | +13.2% |
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