-76.0%
BTDR vs WYNN
-34.2%
-41.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.7% | -15.0% | -16.2% |
| 7D | -29.9% | +6.9% | -36.8% | -33.0% |
| 30D | -51.3% | +3.5% | -54.9% | -52.3% |
| 3M | -52.0% | -21.4% | -30.6% | -41.6% |
| 6M | -57.5% | -25.0% | -32.5% | -45.8% |
| YTD | -52.6% | -33.6% | -19.0% | -34.6% |
| 1Y | -76.0% | -36.0% | -39.9% | -65.7% |
| All | -76.0% | -34.2% | -41.8% | -65.7% |
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