-20.3%
BROS vs WYNN
-32.5%
+12.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.1% | -3.0% |
| 7D | +2.5% | +15.4% | -12.9% | -7.0% |
| 30D | +15.1% | +6.8% | +8.3% | +10.0% |
| 3M | -31.4% | -15.4% | -16.0% | -23.4% |
| 6M | -22.6% | -20.0% | -2.7% | -10.0% |
| YTD | -28.1% | -31.0% | +2.9% | -8.2% |
| 1Y | -20.3% | -31.5% | +11.2% | +0.3% |
| All | -20.3% | -32.5% | +12.2% | +0.3% |
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