+18.4%
BROS vs WYNN
+6.9%
+11.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.5% |
| 7D | -6.1% | -3.4% | -2.6% | -4.6% |
| 30D | -12.4% | -15.4% | +3.0% | -5.8% |
| 3M | -27.9% | -15.8% | -12.1% | -22.4% |
| 6M | -16.8% | -13.5% | -3.3% | -11.4% |
| YTD | -29.0% | -26.0% | -3.1% | -19.3% |
| 1Y | -33.2% | -27.4% | -5.8% | -24.1% |
| 3Y | +56.8% | -3.7% | +60.5% | +51.5% |
| All | +18.4% | +6.9% | +11.5% | +9.5% |
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