+71.4%
BTI vs WYNN
+1.1%
+70.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -0.2% | -4.2% | +4.0% | +0.3% |
| 30D | -1.1% | -14.6% | +13.5% | +0.6% |
| 3M | -8.8% | -18.4% | +9.6% | -6.8% |
| 6M | -4.0% | -11.9% | +8.0% | -2.9% |
| YTD | +0.4% | -26.6% | +26.9% | +3.4% |
| 1Y | +1.9% | -28.5% | +30.5% | +5.0% |
| 3Y | +108.5% | -5.1% | +113.6% | +105.2% |
| 5Y | +118.5% | -10.5% | +129.0% | +110.7% |
| All | +71.4% | +1.1% | +70.3% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling