+433.9%
BTSG vs WYNN
-6.2%
+440.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -3.3% | -4.2% | +0.9% | -2.4% |
| 30D | -1.6% | -14.6% | +13.0% | +1.8% |
| 3M | -6.9% | -18.4% | +11.5% | -2.9% |
| 6M | +42.1% | -11.9% | +54.0% | +45.4% |
| YTD | +56.8% | -26.6% | +83.4% | +66.7% |
| 1Y | +109.8% | -28.5% | +138.4% | +123.3% |
| All | +433.9% | -6.2% | +440.1% | +409.7% |
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 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